I applied online through the BCG careers page. After about a week, I received an email inviting me to complete a proctored CodeSignal Data Science Framework assessment. The assessment was 90 minutes long and contained 5 questions covering data cleaning, data preprocessing, training a ML classifier, aggregating data from multiple files using joins and groupbys, and a probability calculation. The time pressure was significant. I did not advance past this stage.

it focused more about your linguistic and business analysis skills, you should of course be able to write code for data processing and training models but it is more about how you analyses and try to make your work to be more oriented toward business