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If you're in the US, MBA from a top school
If you're from elsewhere, apply for MBB/tier 2 and try your luck.
What do you think strategy is? What do you think you'll be doing day to day? Why do you think you will enjoy it more?
MBA
Second this.
Whats wrong with Data?
I thought everyone wanted to get into data?
Couple of choices.
1. In JPMC join the strategy group. There are multiple groups. Each LOB has its own, there is one for each functional area, e.g. HR, Risk, etc. Technology (Lori’s) also has a strategy group. You can join but likely will be towards the bottom of the ladder.
2. Leave JPMC and join a consultancy firm like BCG, Deloitte, etc. That’s what they do. Learn all you can and then come back to JPMC.