Going from MM (Baird/Blair) to EB/BB or PE

I currently have an offer at Blair, and my friend has an offer at Baird. We both realize that we want to do large-cap private equity in the future, but we're arguing about how difficult the process will be for us. 

My friend at Baird thinks he needs to first get into a bulge bracket like JPM or BofA to get attention and credit from large-cap PE firms like KKR or BX

On the other hand, I think that if we just grind it out for two years and network consistently, we can transfer directly into large-cap PE

Is it even possible for us to switch, and if it is, who's strategy is better? 

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