Your interviewer uses this question to measure your preferred working style and whether it meets their required criteria. As McKinsey and Company says on their website, they are looking for problem solvers who are capable of "helping clients solve tough problems and implement solutions." That requires "strong intellectual ability and rigor, as well as a practical sense of what works and what does not."

Therefore, your interviewer is assessing your systematic approach to problem-solving. Consider the skills and qualities that help you successfully face problems and navigate challenges. Frame yourself as resourceful with a propensity to think fast on your feet. Demonstrate that you aren't easily discouraged. You want your answer to exhibit determination. Share your strengths as a problem solver and your ability to think of innovative solutions for your clients.