This decisions should always be made with "how does this impact your life right now" as the first consideration. Quality of life and day-to-day experience is so underrated in this context. You will do better in your work, on the GMAT, just across the board if you are happy, challenged, and fulfilled by your work. So let that be your primary compass - especially when you consider that *either* platform can be effective for b-school applications. You can certainly springboard from an analyst position, but many, many applicants use an MBA is the instrument for switching career functions, so that is appropriate too. I think getting an analyst position just for the sake of it is probably not worth it - perhaps if it was at a major feeder/hiring partner of a school and all you needed was the rubber stamping of an MBA to climb the ladder, but you are going to be making a shift from a regional bank to investment banking/PE so it's already a bit apples-to-oranges. In fact, "selling" the career goal of "from finance to better finance" might be harder than "from strategy to finance" when the time comes. If you like your current job, I would stay put.
One final thing - your choice today has implications on your choice of schools later. There's no avoiding that, but just be aware. If you stay in strategy and look to an MBA to later help you make the switch, schools like Stern, Tuck, Haas, and Sloan are going to be great fits. If you switch now and then want to elevate your financial path, you are going to be looking more to programs like Columbia, Wharton, Booth, and Yale. Again, it's this way for everyone, but just something to be aware of.
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