a) I am not sure there is a common path for what you are looking to do. Many people I have met in those positions have worked in customer facing roles for organizations for years - front line experience is valued. There may be more consultants moving across than I know of, though I typically think their skills in analysis are appreciated more on the buy side.
b) It can be anything really. Working on restructurings has been big business for the past few years. Real pointless / big picture items such as "where should we place ourselves to be at the top of the game in ten years" which is akin to asking for a perpetual motion machine.
In focus on risk a lot of work can be done on CDOs, derivatives, funding - many people have problems in these areas and need field experts to assist.
I am sure some of the big houses get involved in brand consulting as well. Thankfully I am well away from that world.
c) Not sure about Booz. McKinsey and Bain pop up frequently on the circuit. McK has its own risk practice which helps its sell (not sure how good they are from a client perspective). Firms are pretty open with consultants; they have a very solid confidentiality and non-disclosure agreement.
There are plenty of more non-core consulting firms that work the financial markets. Looking at the MBB could be at your peril, as they are a framework provider and finance doesn't always lend itself to that. Plenty of boutiques do a lot of business, but you would have to seek them out as they don't have standard processes.
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