Is it appropriate to ask for feedback a the end of an interview? "What did I do well and what can I improve upon?" I expect to begin interviewing soon, preferable with management consulting firms. These involve multiple rounds of interviews each composed of sequential separate interviews. Thus, I could make changes between interviewers and between rounds to improve my performance. Asking for feedback is not exactly like asking, "So, how did I do?" which would be completely unprofessional, but it may come off that way! I want to land the right job and if I can show improvement between interviewers, I think that this would demonstrate my suitability as a consultant who needs to be flexible, needs to accept feedback, and is willing to learn from his mistakes.
I've listened to the Premium Interview Series, and Mark & Mike did not say that this is the wrong question to ask, as I was expecting them to say.
Thank you for your advice.