Best strategy for career change into S&T or PWM?

I am currently employed as a consultant at a large, mid-tier consulting firm, however, I have always had an interest in S&T and PWM and have lately been considering going back to school for an MBA to achieve this goal.

I just wanted to get some insight into whether, having this goal in mind, it makes more sense to:

A: Spend 2 years getting an MBA (Could probably get into a top 10-20 school, but likely not break the top 10) and then use the on-campus recruiting/networking to land my first job in the field.

B: Cold call and network my way directly into a position from my current job, which is not at all related to either S&T or PWM. I think this route would be much more difficult, however I wanted to get input from anyone who has been in a similar position.

Thanks!

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