I would wear formal wear. For gents - a tie along with a button shirt and trousers. For the ladies - high heels along with an outfit that looks professional.
I was interviewed by the Talent Manager at the time. She will have a questionnaire used to ask the relevant questions and document your responses. She writes your responses as you respond. After the interview, you will be told the response time about whether or not you have been a successful candidate.
The salary is better than most firms in the industry and you get to experience a variety of industries during audits.