I was contacted by HR who first did a brief screening phone interview which included Why Key? etc. After the screening interview - I had couple different phone interviews with different team members. Questions were very basic - included behavioral questions of your role in team setting? why IB? and technical questions on valuation techniques, LBO model, what type of company would be a typical LBO candidate etc. Several weeks later, I was called in for a face to face interview which was an all day event with high level managers - MDs, Group Heads etc and included lunch with HR.
Face to face interviews were very simple - only behavioral and getting to know you.