Does previous interviewing matter?

For context, I went through multiple rounds with a megafund for a P.E. analyst role out of undergrad. Ended up not getting the position but the team told me they really liked me and would be excited for me to interview for associate roles once on-cycle recruiting hits next year. I'm now going to a top BB (MS/GS) in a second-tier industry group (not TMT/M&A but great deal flow and reputation).

Megafunds tend to screen for interviewees through headhunters, so how likely is it that I would actually get the chance to interview for this associate role when OCR hits? Should I tell the headhunter I was in the final rounds for an analyst role or does that look bad? Should I reach out to the people I interviewed with when OCR comes around next year, or would it not help?

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