In order to get an interview, apart from having my resume/cover letter on point, I had to attend the company presentation on my campus, sign up for a chat with a recruiter and email all the people I met. I think their people are pretty much straight laced, type A's. Few people were genuinely cool or interesting but if you can get in at BCG more power to you. My two first round case interviews were straight forward, both of which involved numbers and if done without the pressure of an interview aren't really complicated. Keep your cool.