I applied online and got an invitation to do a video interview within a day. The video interview process has been described many times and pretty clearly on here - I got asked the first 4 questions that I've written down below. It went okay for me, I did get a little confused though because there was a 30 second countdown before it actually started recording your answer, and I thought that the 30 second countdown was when I was supposed to answer, so by the time it stopped and it actually started recording, I was super flustered, but I got through the rest of it okay once I realized what was going on. I emailed the person they said to reach out to for technical difficulties about my confusion, and she said she would make a note of it on my application.
Somehow, the next week I got invited back to do the official "first round" interview with a recruiter. In the email, they gave me a link to a video explaining their BREAD process, which is basically an outline of what an associate does. I watched it a couple times in case they asked me about it (which they did). It was supposed to be a video interview, but we were having some technical difficulties so we ended up speaking by phone instead. My interviewer was pleasant, if not a little hard to read. I've done other interviews where it felt more like a conversation, and this definitely did not feel like that. When she asked me questions about AlphaSights and the BREAD process and whatnot, after I gave my answer, she would give me feedback and then expand a little more (for example, she'd say "Good summary", and then explain a little more about what she asked about), which I guess was a little helpful but still made it seem like I missed a lot of information even though I correctly answered her questions.
Overall, I thought the interview was pretty solid and went relatively well, but I got an email about a week later saying that they decided not to move forward with me, and that they couldn't give any feedback due to the large volume of applicants. Oh well.