It is important to know that they don't expect you to know everything about risk, compliance, internal audit, etc. In reviewing candidates, it seems they look for people who are analytical and problem solvers. They want to know that you can think critically, creatively, and in a detailed manner. They also like for employees to be a people person with good communication skills because they have to get along with clients, and work well in teams. Before an interview, make sure you network with people from the company, do research on them and have an idea of their service offerings, and also be prepared for potential case-based interviews.
Before your interview, practice some case studies and learn about the division that you're interviewing for. Be yourself, a big component of the interview is the interviewer getting a feel of your personality to ensure that you would be a good fit culture wise.