You might find a few ex-sports stars doing the rounds, but most sports now pay too handsomely for the stars to need to work consulting hours for <£100k salaries once their sporting careers are over. The odd rugby player (pre 2003) / athlete / failed tennis player might wash out in a professional services firm, but if you're a modern day sports star and have made your millions in sport, why would you do anything other than i) retire, ii) commentate on sport (ie. take a hobby) or iii) set up your own business backed by your own money?!