Importance of internship in AM

I'm currently applying to MFin programs at top-10 schools (U.S.) and consider working in AM or ER after the program. My background: 1.5 years in Management Consulting (KPMG, McKinsey), GMAT 750, BS in Economics (with hardcore math).

My question is: How important is it to have an internship before the full-time job in AM? Is it the same way as in IB that only interns get FT offers?

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