All in all I would say nothing that someone wouldn't expect. Surprisingly, there was no coding part, partly expected.
Applied through a recruiter.
First round was a 1h phone call with a senior member of the wider analytics practice with, what it seemed from the phone, experience. General questions about machine learning, statistics, model evaluation, questions based on recent experience.
Second round was in person, a 2h session, 1h with a senior data scientist that was somewhat technical, again around ML. Second session with a Director (quite senior), more consulting question but still around analytics.
Last round with the Partner of the practice. Essentially, a 1h chat around life, a bit about Deloitte. I would say that if you are not a complete a*&hole, you are 95% on track!