Studying for the CFA to help move to PE? (London)

I am a consultant in a T2 firm based in London (OW, LEK, EY-P, Strat&)

Although we do a large amount of DD work, and PE is often cited as a potential exit opp, in reality I do not see that many people transitioning to PE (I am sure it is different for other parts of the world - this post is London specific).

Given that I am not at an MBB and the chance for a lateral move is low at the moment in this economic climate, I would be interested in hearing people's thoughts about doing the CFA to make myself a more attractive candidate for PE firms. Any other suggestions for concrete actions (as opposed to the classics such as 'network') that a consultant could take would be very helpful

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