Big-4 consultants typically have very little success getting into H/S/W, as you probably know.
The Big-4 folks that do have a bit more success are those who went to top tier undergrads (Ivy or equivalent) and have done something exceptional or unique relative to all the other b-school applicants out there (i.e. NCAA D-1 sports, filmmaker, fashion designer, politics, etc.).
A lot of b-school applicants (whether they are Big-4 or not) tend to do the same things outside of school/work:
- frat/sorority in college
- alumni interviewer for their college
- volunteer at some charity/non-profit involving education, mentoring, helping the poor, etc
- prepare for certifications (CFA, CPA, PMP, etc.)
- run their own blog (usually involving food -- aspiring foodies).
In other words, nothing wrong with any of this, but it's just a bit too down-the-middle conventional.
In your case, you can:
(1) Quit Big-4 and find another job you find more interesting
(2) Do something more interesting than spending all your free time studying for the CFA; it seems like so many people waste their time doing this when they could have a life outside of work. The CFA is really meant for those who are already in finance looking to work in asset mgmt/investment mgmt.
(3) Do something interesting outside of work. Use your imagination.
You can also talk a little bit about your sports in college, since you went there on scholarship. That could also help.
And most importantly, DON'T JUST PREOCCUPY YOURSELF WITH H/S/W. There are plenty of other great schools out there that will still get you to your goals with the profile you currently have.
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