I've worked in a Big4 environment (I was setting up the strategy practice for EY, but ultimately reporting to a Risk Advisory Partner as he led the whole Advisory service line) so I know well the recruiting process, type of questions and required mindset. It is not the same as in strategic consulting.
Overall, it is going to be a “conversation” (don't be fooled, it is an interview) will try to assess FIT. You should expect that the questions go beyond the usual "Tell me about yourself", “Why Risk Consulting” and “Why this company”, i.e., be ready to discuss in more detail what you want to do for your next job, and what you want to do in your overall career, and the things you like to do and how they align with risk advisory. Expect as well several behavioral questions.
Don't worry about case interview nor market sizing, and I highly doubt there are any brainteasers. Risk advisory is not about that. What I recommend instead is that you actually try to get a good grasp on what the job entails, as most candidates actually have no idea, and this makes a difference in an interview. This means understanding risk both from a strategic as well as tactical (process and systems) point of view.
Feel free to reach out if you would like to have a session that is customized to prepare you to the type of interview you are likely to have.