Consultant breaking into Finance?

Background: I have 2 years experience as a consultant specializing in data analytics at a second tier consulting firm. I got this job right out of college after graduating from a top 25 (just barely) school with a degree in Economics. Solid gpa, good professional network in dc.

What is the best way for me to break in to finance? I have interest in hedge funds, asset management, private equity, and endowments. Little interest in working at an investment bank or another large corporate entity again. Alternatives to MBA/business school especially welcome.

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