Leveraging one interview process for another

Let's say you're in a 3rd round for something like (hypothetical) Bain Capital but something like Carlyle comes up and you're more interested in doing that. Is it advisable to tell the Carlyle recruiter, hey, look, before you send my resume to these guys, just want you to know I'm in a 3rd round for Bain.

The goal is to use this as leverage to secure an interview.(e.g., if Carlyle knows I'm interviewing at Bain, maybe they are more likely to give me a first round?)

Thoughts?

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