I got an offer from a PE firm in my city.. advice?

Hi guys, I got an offer from a little PE firm in my city, in Italy. They have 200mil under management and 5 active funds on middle Italy SME. I need an internship for my cv before make applications for the postgraduate. But a lot of friends told me that is better to obtain an intern in city like London Milan etc. or from a BB / big4 than this. Suggestions? I sent applications to a lot of BB but nothing because I'm undergrad from state Uni (but in top 10 of the country).

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