The application process included submitting your CV and cover letter, then video interview consisting of 5 questions with 30 seconds to prepare and 90 seconds to answer. Make sure that you research the firm well and its culture. Apparently the questions might vary between candidates as well, so prepare well. Also, if you have met someone who is working at Lazard at a networking event, I would mention her or his name as a source of motivation for applying to the firm.
Finally, dress to impress and smile. Good luck!