looking for perspective (career transition from military + MBA to finance)

looking to get perspectives from finance professionals for future career transition out of the military into finance:

Background: I graduated from the Air Force Academy in 2012 and started pilot training. It took about 2.5 years to complete training and after completion I have a 10 year service commitment, meaning I can separate from the military in 2024. I became interested in finance from a best high school friend who worked in I-banking and for a hedge fund. From there I read a lot in my spare time about the world of finance and became pretty interested in a career and the academic theory behind it. I decided about 2 years ago that I needed a challenge so I took the GMAT, got a 710, and looked for the best MBA/MSF program that I could complete while still on active duty. I applied to Duke for the Cross-Continent program, the Georgetown MSF and UNC online, got into all three, and decided to do the Duke program as it seemed hands down to have the best reputation and was a blended full time program which I was approved by my leadership to attend. I'm half way through the program now with close to straight A's.

Questions:
1) What are your thoughts on completing my MBA now with Duke vice pausing and applying to Stanford/Harvard/Chicago/Wharton full time when I get out of the military (I'm 28 now, I'll be 34 when could start full time)? Going full time would give all the advantages for job placement. Also, so far I have loved my classes and would love to have the ability to take more electives and focus on Niche areas. The downside for me is a 2 year delay starting my second career.

It seems like one of my biggest challenge is lack of experience in finance:
2) do you have any suggestions on how I can gain real world experience in finance while still in the military? I would work for free in any type of internship I could get and also use leave days from the military, even if it was just to get coffee for people, if it gave me real world experience at any type of fund or firm that I would like to work. Any unique suggestions on how to get this real world experience with my circumstances?

Future Career Goals: IB, HF, PE or VC- I'm not stuck on any specific path and realize the incredible challenge in breaking into any of these careers. I'm not stuck on any particular firms, I will work anywhere I have the opportunity as long as I have a chance to prove my value and have meaningful work and relationships.

Thanks for the help!

 

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