Big4 Senior pivot to Federal Reserve Bank Strategy Role

Hey everyone - 3 years into my time at a Big4, currently a Senior in the capital markets space. Since last year, have become kind of bored given that lots of the work that I do is strictly in regulatory compliance / transformation, and were I to stay here, would mostly continue to do so. I see what my Managers and SMs do and I really don't see myself wanting to do that / enjoying it. I landed an interview at the Fed for a Markets Strategy Associate role in their Markets group, where it looks like the work would be consulting-esque, but less so dealing with regulatory compliance and more of a strategy role, which is what I've been looking for. I've enjoyed my time at my firm, but think it would be a great opportunity given my interest and background in Economics and geopolitics. Has anyone worked / known someone that's worked in a similar role at the Fed? Or have any thoughts/ advice?