In short, they were lacking on professional side. First and foremost, for both phone interviews I had, McKinsey people were late (15 and 30 min., respectively) and did not bother to apologise. Second interview was with someone with technical role, but consisted only of sharing my experience thus far - no truly technical questions were asked. I was rather surprised by the feedback afterwards. I have been told that I was turned down because, although I have a strong experience in data science, I show no interest in understanding the business behind it. Surprisingly, since during our chat I presented a number of examples when my skills had to be combined with producing deep insights about the results. Moreover, I could easily share my articles published in scientific, peer-reviewed journals, which evidence my words. I have no regrets whatsoever, mainly due to attitude towards towards punctuality. It shows lack of respect towards the candidate.