Four Stages:
1) Online Application and CV Review
Speaks for itself.
2) Online Interview
If I remember correctly, there are four questions. Largely motivation-style questions, but, in my instance, there was a market sizing question as well.
3) Assessment Centre
At my assessment centre, there were about 24 people present, whom, after our introduction, were subsequently split into 4 groups of 6.
There is then a rotation around 5 stations, of which 3 are tasks:
The 2 more relaxed sections are a Q & A session, and a standard break, of which both you can probe current employees, and get a good feel for the company.
The 3 assessed parts are:
i) Speed-style interviews - be prepared to be probed on your motives for consulting, Capco, FS, etc., and expect a couple hail Marys to be thrown in to boot.
ii) Aptitude tests - comprised of numerical- (without calculator) and verbal reasoning-style questions, although, as far as aptitude tests go, I thought they were particularly easy.
iii) Case Study - your group of 6 are required to work together to solve a case study. I mean, I am sure there are plenty of approaches to take, but, me, personally, I was proactive and led to group, which was enough for me to be invited back to final interview.
4) Final Interview
I attended the assessment centre, and the next morning, I was rang and invited to final interview, and even offered the opportunity to complete the final interview the same week - a testament to Capco's efficiency.
The final interview consisted of 2 x 30 minute sessions, firstly with a senior member of the consultancy team, and secondly with HR. Each interviewer is pleasant and warming, and I'd probably say your consultancy interview will be to probe your motivations, skills, passion, etc., and your HR interview will be to test that you aren't a social robot.
My advice would be to convey your passion about the position, and be certain that this is the role you want. If you're not excited about consulting in the financial services, then potentially Capco might not be a good fit for you.