Move to consulting for better exit opps?

Currently an analyst in a top mm firm in energy (O&G and infra), which although has made me very good at  modelling and have closed quite a few deals, it is a very niche group. Ultimately, I have minimal interest in my industry group, or staying in finance in general (although vc may interest me). If I was hoping to get into tech, strategy etc, is it worth it trying to move to MBB and then jumping or will my IB background be enough in getting into these type of roles? Or is strategy in industry (i.e. majors) my best bet and then jumping from there to another role?

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