Two steps: phone screen and in-person interview. The latter consists of ~1 hour of behavioral questions and a case interview that lasts roughly half an hour. You can expect questions about your CV and basic "tell me about a time when you..." questions during the phone screen. Pass this step, which most do, and you'll need to start preparing for the case interview. Prior to the case interview you will be asked fit questions that are "leading indicators of success." Prepare for questions that prove you are insatiably curious, a pragmatic problem solver, and able to stand up for yourself. The case interview will vary by interview. Based off my own experience, do poorly here and your chances are nil. Study for case interviews and brush up on your mathematics.