You can show leadership without direct reports by describing situations where you influenced people or coordinated a result.

Consulting interviews often value initiative, persuasion and accountability, not just formal titles. However, claiming you led a project simply because you participated can backfire under probing.

In a Master's group project, you might have helped resolve conflicting approaches, secured agreement on responsibilities or kept a delayed deliverable on track without being the official leader.

Choose an example with a clear obstacle and explain whom you influenced, what you did, and what changed. The principles for demonstrating leadership without a management title can help you show leadership even without direct reports.

I coordinated our lab rota and handled conflicts, even though nobody reported to me. That's the story I'd use.