The interview process is very arduous and occurs throughout weeks (roughly two months for me). I had an interview scheduled every 1-2 weeks until the face to face. Recruiter was great in keeping in contact throughout the process.
1st rd - Recruiter initial screening
2nd rd - phone interview with Mgr where I talked about my experiences prior to KPMG. Lasted about 30 min.
3rd rd - phone interview with Mgr (very similar to the 2nd rd)
4th rd - phone interview with Sr Assoc. Very technical and competent interview. Went down to the wire about the implications of various threats (leaving a specific port open, what happens if Javascript was allowed on a page, buffer overflows, etc)
5th rd - face to face with Director. Asked about prior experience, what he expected of people at different levels and that he wanted the next hires to be well rounded in information security so they would be able to sell more KPMG services (we would not be able to specialize). Interesting.. I was then confused when he asked me to list my current certifications... which were on my resume. He wanted to see which engagements he could place me.