Banking, Consulting, or Something Else after Non-standard Career?

So I've had a bit of a strange career and want advice on whether banking or consulting (or neither) would be a better fit. My end goal is entrepreneurship, but I want to stack up cash to avoid diluting my equity. My career started off in quant, into FP&A, startups, and now independent consulting for startups and middle market. I've been half winging things and pursuing other education/interests on the side but recently a top 10 b school asked me to apply since I've consistently volunteered at their b school for fun. I did not originally intend on applying to any b school but I've been thinking about it since b school could be a cool place to make friends.

Anyways, I'm still assessing the risk-return here, and I'd appreciate input into whether consulting or banking would make more sense from an income and skill development perspective for a future in entrepreneurship (technically, I'm already an entrepreneur since I do independent consulting, but I'm thinking more along the lines of a SaaS product).

To give you all an overview of my skills, I'm enrolled in a Top 10 Master's in Comp Sci (math undergrad), am a CFA Charterholder, and an FRM. Professionally, I've managed to get pretty significant exposure to the C-Suite, corporate strategy, M&A, etc. Because I ask executives detailed questions, volunteer my time, jump companies often (with very large compensation increases), and ask to sit in on calls I'd normally not be a part of (e.g., high-level negotiations).

That said, which seems to make more sense for someone interested in entrepreneurship, banking or consulting? I was thinking banking could be a good spot to develop industry expertise and access to capital markets whereas consulting would be a great spot to develop operational skills.

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