Consultant to FO finance

I'm currently working at the analyst level in a consulting firm that specializes in the financial services industry. I studied engineering in uni, but have always had a serious passion for business and finance (specifically buy side valuation, investing, company analysis). In school I participated in a value investing club, passed the CFA level 1 and did my final year thesis pertaining to valuation and modelling with a major bank's capital markets division. I think these credentials were key to my hiring for this consulting gig.

I'm enjoying the projects here, but I'm finding they lean more to the side of technology advisory and implementation than finance advisory. I'm not necessarily in a hurry, but ultimately I'd like to make the jump to FO finance.

What skills/experience should I be presenting (given my consulting background) and concentrating on building in order to accomplish this successfully?

I've been reluctant to continue with the CFA because I think the returns on the next two levels might be marginal. I also don't particularly want to go back to school for a MF or MBA for the next few years, but am considering it in perhaps 2 years.

Any advice is appreciated!