First round interview on campus was one thirty-minute case interview and one thirty-minute behavioral. Both interviewers seemed very uninterested in what I was saying and almost as if they felt they were above interviewing, so I was sure I wouldn't get asked back. I did, though, and the second round was a day of interviews in their Chicago office a week later. There was a "technical" interview, two behavioral interviews, a case interview, a quantitative test, a Q&A panel with former interns, and lunch with the other candidates. The technical interview consisted of one of their entry-level consultants showing me a powerpoint she recently did for a client and explaining it to me...not really an interview. The behavioral interviewers were both higher-level guys who were very nice but seemed to not take the interview very seriously. The case interviewer was largely disinterested and completely non-receptive to my questions and comments (although this seems to be their case style - to give as little info as possible and see what you do). The quant test was 30 easy middle-school-level math questions.
None of the interviewers responded to my e-mails with thank-you's and questions after the interview, and I also never received a response to any of my e-mails to the contact woman who had coordinated the visits. On top of that, more than a week later, I got a standard-form rejection e-mail that was sent from a recruiting server that you can't reply to, and the message wasn't even personalized with my name or the position I had applied for. After such an extensive and grueling interview process and with virtually no feedback or response from Mercer's employees throughout, such an impersonal and brief rejection was pretty disheartening and said a lot about the company.