I'd definitely try to make the move internally. Reading between the lines, it sounds like your background would not be that of a usual experienced hire (ie. a proven consultant with strong consulting credentials). Getting someone within your firm to recommend that you be given a crack at a consulting role sounds far more likely to result in success than approaching employers that do not know you and who will be comparing your application to those they're receiving from experienced consulting hires.Of course once you've built up a couple of years' consulting experience with your existing firm then you'll then have the CV mileage to be able to move on to another consulting employer. But for now, best to make the move internally if that's a genuine option...