Capital One or Oliver Wyman

Pay will be close enough for a few years, so wouldn't worry too much about that

Also wouldn't really factor in prestige. It doesn't pay the bills, if anything CapOne has far more brand recognition than OW to the average person, and nobody in the real world really cares (except as it pertains to exit ops -- but see below)

Exit ops - they're going to be materially different. Are you interested in the types of roles that people from your CapOne team exit to? The less confidence you have in answering yes to that question, the more I'd value the broader variety of exit ops you'd get from consulting

Learning wise I'd suggest consulting. The pace is fast and the WLB is bad, but you really do develop a skillset at working with chaos and ambiguity that will benefit you for the rest of your career. IMO WLB shouldn't be a huge factor insofar as most people only stay for a couple years

Location - this is a personal one. If you're a homebody type or set on retiring early then staying at home is obviously the move, but I see living at home as an adult as a massive con rather than a pro. I think there are a lot of ways that living on your own is important for development and fun. You could do this in your home city though, so again would not be a big factor

All-in I'd take OW for the broader learning experience and greater career optionality