If you want to go into consulting, then definitely go for an MBA over a master of finance. The latter won't help you land a good management consulting job.
I would actually recommend a two-year MBA since that will give you the opportunity to get an internship, which is important for career switchers (such as yourself).
For consulting with an emphasis on finance, look at top schools with a quantitative bent, such as Sloan, Chicago, Wharton, NYU, and Columbia.
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