Big Law to Management Consulting / Investment Banking

Hi all. Long time lurker, first time poster. I am looking for advice regarding the question in the title. 

I know I know similar questions have been asked already. I have searched in depth and I have already read all the relevant material. I am reposting because most topics date back 5+ years and the relevant users are not around anymore / might no longer be interested, whereas I would be happy to strike up a conversation and pick your brain if you have any experience on the matter. 

For background, I am a junior competition lawyer (2 years) in a Magic Circle firm in Italy (shit place, what can I do). My work is 90% transactional assisting M&A/JV/etc. from a compliance perspective. Since I do work the competition side, I do a lot of market analysis/competitive assessment, often along (or with material prepared by) management consultants or M&A advisors in general. In these two years I realized their job seems much more fulfilling than mine.

I would like to remain in the same general area, i.e. facilitating transactions, but I would prefer to switch to a proactive, "glass-half-full" role, vis-à-vis the reactive, "glass-half-empty" role of the lawyer (come up with ideas, not with workarounds to problems). I believe I have solid skills in assessing market structure, opportunities for growth, barriers to entry and limitations to competition, etc. because this is literally 90% of crafting an antitrust argument; I am a "numbers guy" (as much as a lawyer can be) confident with excel, programming (Python/VBA), and some lightweight financial modeling, but I have nothing to show for it; I am at least cognizant of management theory through a very business-focused law school (kanban/scrum/similar management topics are familiar, but I am by no means an expert). 

I would like to move away from Italy, possibly to Brussels, where I have a strong network in the institutions. 

I would like to know your opinion on whether (i) I have a shot at all; (ii) which positions should I be looking at; (iii) what should I highlight/seek to achieve before moving there (should I get certified in anything, for instance?)

Thanks!