I'm a quantitative risk manager and thinking of leaving my current role as I've built expertise in a specific area of risk and want to have a broader remit. I currently have an offer with a smaller consultancy set up by former OW partners and going through the process at McKinsey, too. I quite like the work that the smaller consultancy does and the role that they're offering, however, I'm also thinking if working in a smaller unknown firm would be detrimental in the long run. Any thoughts?

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