I am from NZ, now living in London and maybe this will helpYes, the NZ economy is comparitively small but that is not to say there are no opportunities in the consulting sector. I used to work for Accenture in NZHere are a few players in the NZ markerMcKinsey, Booze Allen Hamilton, BCGAccenture, Unisys (strong presence in public sector), Bearing Point, Datacom (technology), IBM, Hartford Consulting (good presence in the public sector)