First round was basically a video recording. You got pre-determined questions that they picked for you and you had about 1 min to think and 2 mins to answer each one. If you passed that video round, you made it to 2nd/3rd rounds.
2nd round and 3rd round were done the same day. 2nd was a case interview - we got 50 mins to solve a case and type our answers in Word. Case was about a fictional company that makes alcoholic/non-alcoholic beverages and you basically did a case on operational effectiveness based on the IT solutions that weren't solving anything. 3rd round was with 2 partners, 30 mins each. I had more banking/capital markets work before and got grilled hard on why I wanted to work in Risk. They asked me if I went to their info sessions. I didn't lie, I said I didn't go because of work (which was actually true). All behavioural, no news, but it really helps if you know anything related to EY.