After applying you're directed to do a HireVue interview once that is completed and reviewed you'll be asked to have a video interview with a recruiter, among completing and passing that step you'll be asked to come to their office. They only cover $200 of the travel expenses, and once you're there you'll have two interviews.
The first was a case studies where you'll be given three situations, and then you are able to throw one out. The goal of this is to see you're ability to find a consultant for the niche questions that are being asked on the cases. The other part of the interview is a resume walk through, and a relatively basic interview.
The second part was a bit more bleak. This is a role play call where you convince a consultant to work with an AlphaSights consultant, there is really no substance behind the role play or preliminary information given, but is rolled off from one of the previous case studies you thought you did well on. The second part is behavioral questions, where you start from you're university years, what you've accomplished, biggest regret, goals... etc to what you expect from AlphaSights, and you're long term goals. I found the interview with manager a bit unprofessional and he did not seem to care.