Waiting times vary greatly for many reasons and shouldn´t necessarily be a concern!
One possible reason is that your CV is being passed around the different locations you selected for your application (typically 3) to see if there´s a good fit. This is particularly true for more specialized/experienced hire roles. I saw this before with people I referred in McKinsey and it typically takes a while.
In any case, you should feel free to get in touch with both your contact and/or recruiter, if known. People at McKinsey generally welcome friendly follow-up messages that show your commitment to the application process (within reasonable timeframes, of course).