Typical process of phone interview, followed by video interview (basically Skype), then 2 in-person interviews with various members of different teams at the NY office.
Style of interview is one at a time, with each person getting 30 minutes to ask questions. There was no design challenge, but there was a lot of thorough discussion of my thinking and approach toward UX, design, and design systems.
Marsh & McLennan was very honest about their history, the tasks at hand, the work environment and where they want to go. Lots of transparency, and no question I asked of them was dodged.
They were extremely professional throughout the entire process. The background check is very, very thorough. It's just as involved as a U.S. Government Secret Clearance type of check, so be sure you have good records of everywhere you've lived for past 7 years and the dates of your employment history.
Upon receipt of job offer, I requested to see the Hoboken office and working environment to which Marsh & McLennan set aside time, took me out to lunch, and showed me around. All of this gave me confidence that only very good people work there, and solidified my decision to accept the job offer.