Most of the top firms will undertake interviews on behalf of their global network of offices - so someone on campus in New York can be interviewed by the New York campus recruitment team with a view to being offered a role in the London office. Fairly standard procedure - these firms recruit from the global talent pool and it would be very costly and a big turn-off to force all first-round candidates to fly to attend interviews at the office they aspire to join...
Good luck with the move and hope to see you on the London consulting scene in the near future.
Tony Restell
Top-Consultant.com