I've read online that if finance people in investment banks could do it all over again they would rather start their career in MBB rather than have their first job at an investment bank. Is this really how most people feel? Does consulting as a first job open more doors than investment banking? I'm a recent grad hire working in consumer banking but I'm thinking of applying to consulting firms for my next job. Do you guys think the switch is worth it? I think at this point what's the most important to me is 1) learning experience and 2) how much more valuable I'll become after this job.
Depends on what you are interested in, how set you are in your interests, and what path you might see ahead for yourself. If you want to do PE, go into banking. If you want to do BizOps at a Valley company, do MBB. In general, MBB has a wider set of exit opportunities. But if you want to do something specific like CorpDev, go the banking route.