The bigs all do a lot of stuff for banking (NYC offices). I know that a few have a lot of their practice aimed at some finance areas, such as Parthenon does lots of PE. Didn't look at consulting but I am sure there are more out there. Parthenon just has a great rep and benefits...though when you work with banks you work banker like hours.
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Kellogg Class of 2010...still active and willing to help. However, I do not do profile reviews, don't offer predictions on chances and am far to busy to review essays, so save the energy of writing me a PM seeking help for these. If I don't respond to a PM that is not one of the previously mentioned trash can destined messages, please don't take it personally I get so many messages I have a hard to responding to most. The more interesting, compelling, or humorous you message the more likely I am to respond.