My recruiter sent in my CV and I was then invited to sit a Problem Solving Test, for which there were set days that I could choose from. I found out the next day that I'd passed this and was again sent a list of possible dates for first round interviews. After that I received a phone call from the McKinsey recruiter to tell me they'd like to invite me to final interview. Whole process took several weeks but that was mainly because I was choosing to leave a few weeks between rounds to give myself time to prepare.