As Bushy points out, strat houses will be looking for people who are still malleable. Bluntly, they will be reluctant to bring someone in on a grad scheme who in all likelihood has a stress/pressure threshhold far in excess of what they like to employ as part of their formation process. You are, basically, too robust an instrument.You will do better focusing on execution focused firms who will appreciate the lateral, practical thinking the armed forces excel in so think operations, restructuring, IT etc. The lack of commercial experience is not a barrier in itself - there is a well worn path from armed forces into consulting, banking, law etc and the transferable skills are highly rated. Bear in mind also the state of both the economy and the consulting industry - the client environment is tough and margins are being driven down both by clients and by consulting firms consolidating to meet price/service/coverage pressures, which in turn further fuels margin reductions. Keep applying - but look outside consulting for the short term too.