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I'd recommend going to the university with the best 'name' you can- i.e., Cambridge or Oxford if possible (or LSE if not).

What you do the MSc in honestly doesn't make any difference. What's more important is to excel in it (i.e., merits, distinctions, scholarships) so pick something that you like and are good at. If that's means a management MSc then that's fine.

Source: I used to work and interview for McKinsey in London and I've started writing a blog about how to get into consulting. The website is my username with com at the end in case you're interested in reading more

I previously worked for McKinsey in London and have started a blog about consulting and how to get into it at www.theconsultingcoach.com
 
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