MBB generally use written tests for entry-level candidates. I have personally gone through the McK recruiting process for a Senior Engagement Manager position (at a European office) very recently and I was not asked to take any test but I started straight with the case interviews. From my understanding, that is the general rule for experienced hires but exceptions might exist depending on geographies or your background (in my case I had previous consulting experience).
You could also confirm that by contacting the recruiting team of your target location.
I hope this helps,