You can answer without locking yourself into a precise number before you understand the role, level, and compensation structure.

The recruiter may be checking whether expectations are broadly compatible with the position. Giving an arbitrary number too early can create an unnecessary anchor, especially when consulting compensation may include base, bonus, and other components.

You can say that you are primarily focused on role fit and level, and that you would expect compensation to be consistent with the firm's market range for that position. If they require a range, give one based on credible market information rather than guessing.

Clarify the role and level, research the typical compensation range for that office, and keep your answer broad enough to reflect total compensation rather than only base salary. If useful, this guide on first-round consulting interviews gives more detail.

I would avoid giving one exact number that early.