It depends what sort of move you want to make and also not knowing your background makes things a bit difficult to assess. But it goes without saying that if you're a project manager, no matter how good a project manager, you're very unlikely to secure a front office position. Myself, I was working in Corporate Strategy for Mck, and from the clients and the sectors that I had exposure to, I was able to leverage a move into the IBD of my current employer. The Mck name obviously helps, but the key is I had applicable experience that could be used. If you're background is more technical, you can still make a move into the operations or technology groups of an IBank. Also such a move is easier at the start of your career. The longer you live it, the harder it is. For example, I did 2 years at ACN and then another 2 years at Mck before moving. The other alternative is to do an MBA, which most people end up doing and I have a number of collegues who were consultants in a previous life, and did an MBA (from a Top 10 school though - this is important) before coming on board. Best of luck.