Anyone familiar with MBB shops in Africa?

I'm currently studying in Australia; about to complete a masters in financial engineering, with my undergrad degree being a Bachelor of Commerce and Bachelor of Arts (Economics, Finance & Accounting). My grades in undergrad are ok, whilst my grades in postgraduate are pretty impressive.

My experience ranges from research assistant work at the University and three internships across various lines of service at Big 4. Unfortunately I didn't land anything in Australia during the 2019 graduate application rounds, so I was thinking about applying for some roles at Mckinsey etc. in Johannesburg, South Africa. I have dual Aus/RSA citizenship, so that shouldn't be an issue.

Does anyone have any experience in Africa that would be willing to detail the pros and cons? It seems like salary would be a bit of an issue (around 35k USD p.a for a grad at one of the big MBB shops), but the cost of living is comparably very low. The other issue is security/crime - I'd be a little bit concerned about staying late at the office and having to find my way home at night.

Thanks!