Pre management consultant.

I'm a TA at a finance department, and my university has given a scholarship to study both Master's degree and Ph.D. in finance. I'm a fresh graduate with bachelor's degree in finance, no work experience. I can go purely academic, or I can take advanage of my university's system, which allowes their professors to work as a consultant as a private business. Therefore, my question is if I want to work as a management consultant, which area in finance that I should spelize in in order to have a good background in future. I still have a long path to walk through, I'm just seeking for an advice to make sure I'm walking on the right one. Thank you all.