Before your interview, you must have an understanding of the industries and clients that McKinsey and Company serves. Though McKinsey and Company keeps their marketing on their website targeted to a specific audience, you'll have a harder time finding a list of their previous and current clients. That will require broadening your research beyond the borders of their website.

When answering this question, don't feel you need to list the names of the companies you find. Instead, offer specifics on those companies' industries and the services McKinsey provided. If you have worked with any of these clients, mention that work. Any inside connection to the company could be of benefit. Revealing you have firsthand experience with their client base and are already familiar with the type of accounts you may be handling is well worth mentioning.