I was contacted through department mailings from my university, sent a request for an interview with one of the juniors at the firm (resume/cover/transcript), got called in for a face-to-face in Property & Casualty, and left the interview feeling fairly confident. I received the rejection notification 4 days later.
Questions mainly focused on my fit with the firm, why I was interested in actuarial consulting, what I thought actuarial consulting consisted of, what I knew about the actuarial testing process, etc. It's crucial to have an understanding of the process to become an actuary, what the job entails, and why you fit that mold. This is mostly where I was lacking, and definitely why I didn't receive an offer.
Also be familiar with typical "why should we hire you?" and "what are your strengths and weaknesses?" questions. I was handed the question "what was your favorite and least favorite class in college and why?" so be prepared for an oddball or two.
My perception of the Boston (actually Wakefield, MA) office was that it was a bit depressing and quiet. I interviewed with two employees, both of whom are in the process of completing the actuarial exams. First interviewer, male, was rather goofy/awkward but seemed like a nice enough guy. He did 95% of the talking from the two of them. Second interviewer, female, was quite nervous during the interview for some reason. She was visibly shaking for the duration of the interview, and offered a limp fish handshake at the conclusion. Overall, not too impressed, but I feel it would be a great place if you feel that actuarial consulting is the kind of work you'd like to do in the long run.
