I applied online. I interviewed at Mercer (New York, NY) in Dec 2016
Interview
The interview was a three phase process. First, I had a phone interview. Then, a video interview with premade questions. Last, a "superday" in New York at the main office with 5 different people all around 30 minutes each. Everyone was super nice and friendly from the moment you walk in. None of the questions were extremely technical or difficult. More behavioral style questions with the interviewers talking about some of their experiences as well. If you are prepared you will do fine.
Interview questions [1]
Question 1
What makes you interest in actuarial work, particularly consulting?
I applied through university. I interviewed at Mercer (Austin, TX) in Feb 2016
Interview
I Applied through campus career department in September. Got an invitation for an on-campus interview in February. Their decision is still pending. But they said it'll take them 2 weeks to let me know. They have two step interview process. I only had my first one with them so far.