i interviewed with the SG and the first interview is ok. the people are very friendly and welcoming. you'll have a CV interview (deos exactly what it says on the tin), a maths test (no, you're not meant to finish it all - if you have you're a genius) and lastly the case study. this is just talking through a case with a consultant at the firm and providing your insight to a business problem.
My advice would be to be yourself and think out aloud during the case study. Describe your thought processes as I'm sure this is what they want to see - just how you think.
Best of luck!