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redhead
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riverripper
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unhedged
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unhedged
From what I have read on various boards, Oliver Wyman's financial services consulting group has a pretty decent reputation.

https://www.oliverwyman.com/ow/financial-services.htm

Yeah, when it comes to consulting for financial industry, Oliver Wyman is top notch and highly reputed. They are so specialized that they can talk about something technical with their clients.
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bipolarbear
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Oliver Wyman is probably the most well known, however there are also some specialized P/E consulting firms and finance firms in general.
For example, Gotham Consulting Partners is a PE consulting firm, though they are a lot smaller than MBB and OW. MMGPartners does finance consulting but typically works with stock exchanges, however they also have had large banks as clients.
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I came across a company I really liked: First Annapolis. They're a small but growing consulting firm specializing in payments. They do a lot of risk and M&A stuff, and have a minimal travel policy. I really liked the folks I met there.
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