Banking to Consulting? How did you all do it?

Just curious if anyone has made the transition to consulting recently and if you all could share some of your  stories.  

I think consulting might be a nice mix where I can step away from the super long hours while still making a nice amount of cash.  

I do not have the best education background (generic state school) and I am thinking about doing an MBA to try and make the switch in a year or two.  - curious if anyone has any recommendations on this?  

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