When is the right time to jump ship from a firm you just started working at?

Hey guys - I'm a year into my career in AM, and I'm wishing I had done consulting or IB for a multitude of reasons (can be discussed later). At what point is it appropriate (if possible) to lateral into another adjacent industry (HF/PE/VC) to get the most traction during the hiring process? Any tips for cross-industry laterals from people who've done it or those that have tried? Many thanks.