Transitioning from Market Research to Consulting?

Hi everyone,
I'm currently working as a market researcher in a healthcare consulting firm in the UK and I would like to transition to a full-time consultant position. I've been working at this firm for a year and I am about to graduate with an MSc from a uni ranked within the top 5 worldwide (on track for a distinction). I have three plans in mind:
a) Start applying for healthcare/life-sciences consulting internships/schemes now
b) Keep working at the same company for a couple of years, and then start looking at consulting jobs as a more experienced candidate
c) Try to move to a consulting position within the same company (not sure if anyone has done this before though)
Do you have any advice on which plan seems more reasonable?

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