Altough it wouldn't be normal for one to move from a grad job in consulting to another consultancy at grad level, could you use a year of consulting experience to get into a grad role in another industry like banking where competition is often more intense?Maybe a recruiter can clear this up.

No reason why not, so long as you angle it right. You'd need to be very keen on why you wanted to move and what you expected from the firm you're applying to (especially what you expected to be the same, and what you expected to be different).It's not at all unusual for people to quickly leave graduate schemes because they realised they made a wrong decision. Even among AGR members (i.e. firms with "good" graduate schemes), the first year turnover is something like 20%. You just need to be clear about what you didn't enjoy, what you've learned about yourself that means you will make the right choice this time, and what you know isn't going to change because it's simply in the nature of a graduate job (mundane tasks, being at the bottom of the foodchain, etc.)Don't be afraid to say if the reason you want to move is because your current job isn't what it said on the tin. It's better to get that out in the open so that recruiters can decide for themselves whether you'll get equally fed up with their scheme or whether they'll be able to satisfy your expectations.Besides that, the experience you've gained so far will make it a breeze to answer most interview questions.