How difficult is it to get into MBB with 4 years of consulting experience (KPMG) and a state school education. Should I even bother?

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Yes. Sequence of steps:
1) Network heavily in the office(s) you want to apply to. Have an informal chat with a Principal / Partner before applying
2) Prepare hard for interviews (case + behavioural). Do not take either of them lightly
3) after 1 and 2 are check, apply.
4) apply to all firms.

The process will take 3-4 months (including waiting time) before you are in the middle of the interview process.

Source: someone who comes from big 4 to BCG and has seen several of these transitions (just select right LinkedIn filters and see it for yourself)

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I think this is great advice and exactly how to approach it. It doesn’t matter where you come from and sometimes even how much experience you have (although from my experience 4-5 years is right in the sweet spot for MBB to pick their associates), but just show good hustle and ace the cases.

And if it doesn’t work out. Don’t be disappointed, the firms’ priorities keep changing and you may not have been the focus at the time. That is neither a statement on your ability or your ability to get in to the firms at a later date

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You can do it OP! I actually went through the interview process. My failure was my lack of preparation for the interview, I can’t emphasize enough how the case interviews are design to really test you, but need to be ready for the behavioral even more.

For reference, passed the first round. Have 7 years of experience, private non target school bachelors, no MBA.

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Do you have connections?

Nope. No connections

Unless you’re planning on going to BSchool to recruit or have good connections, very highly unlikely

Strategy experience?

McK Digital will give you the time of day if your tech skills are nothing to sneeze at.

If you have the skills to pay the bills (stuff that target schools don’t particularly emphasize because, quite frankly, they haven’t had to until recent memory).

Happy to refer you- DM me

Went to 3rd tier state school, got callbacks from MBB on two different occasions from cold applying. People make it seem impossible, but if you have experience that fits a need, they will be interested.

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