IB from Consulting post MBA Sponsorship

Hi guys,

I'm an analyst at a boutique consulting firm based in Brazil. My firm has a program of MBA sponsorship and we have a bunch of alumni from top notch business schools like MIT, Columbia and Chicago Booth. Although we have a great compensation package to post-MBA associates, I want to pursue a career in finance. **What you guys think about consultants that spend 2 years post MBA at the same firm to pay for the sponsorship and then go to finance? Is it a hard move, even to downgrade to an associate level? **
Just so you know, my firm usually does not work in finance-related projects. I was wondering if investment banks are open to hire someone senior in another sector to "downgrade" to an associate level.