What is Data Analytics Consulting? Pathway and Comp?

I'm an economics major and double minoring in data science and computer science at an LAC. I'm wondering what data analytics consulting is and what's needed to break into it.

I'm very interested in pursuing a career where you try to provide more meaningful insight based on data rather than gut instinct. I've been disillusioned with finance through my corporate banking internship last summer where we didn't do analysis that I thought was robust enough for important decisions. Lots of arbitrary numbers were thrown around. I have a feeling my coming summer internship will feel the same way.

I hope I have what it takes for analytics consulting. I've taken statistics and econometrics, and I'm taking more computer and data science classes to get the two minors. I'm trying to learn some of this on my own too--recently I've been trying to learn about autoregressions and time-series analysis. I don't know if that's enough, but it's a start.

I think it would be valuable for the whole community if someone could provide a small guide to the industry. If I can't benefit from it, then maybe someone else can, and we'd all be interested in reading it regardless.