The minute you arrive at the firm, you are assigned a "buddy" - a peer who’s been there for at least a year - to help you adjust to your new environment, show you around, and provide you with an understanding of how things work within the organization. As well, you also have a more formal mentor and Career Advisor at the partner level who will coach you on projects and is there for advice and support every step along the way. After a time, I became a buddy myself. It was nice to be able to help someone in the same way that someone helped me.
Thoughts about mentors at Oliver Wyman