There's a great bit on one of the websites which says something along the lines of, "we accept less than 1% of applicants - but if you're the kind of person we're looking for, you'll take that as a challenge".I just went through the interviews, and found that to be a helpful approach.Another thing I found on the websites, which I think you'll like, is that there are a lot of engineers working for strategy consultancies. I'm an arts/philosophy student myself, and was still lucky enough to receive an offer.I reckon you should go for it!