Similar to US application process - more round than a typical Danish student assistant position. First round is a take home case study in which you make a pitch for a solution to a problem you've identified (can be slides or writing). Second round is an interview with a consultant - I was interviewed by someone in the Paris office and when I've applied previously I was interviewed by people in the NY office. The second round interview is with an associate partner and partner from the CPH office. Some people were friendly while other interviewers were odd, looking out the window while I talked, for example, and seeming quite distracted.
They asked a TON of questions in the time frame. A lot of questions you need to think on your feet quite quickly - coming up with companies/ problems/ and social theories you can apply to them.