Watson Wyatt isn't a strategy consulting firm but, pedantics aside, the answer to your question really depends on what type of work you want to do and what your experience so far has been.What focus are you looking for in a consulting career, both in terms of industry (e.g. financial services) and function (e.g. operations, business processes, marketing), or are you looking for something quite specific (e.g. investment consulting)?What is your experience from Allianz (e.g. which scheme are you on)? Have you picked up any particular qualifications (e.g. CIMA, CFA, ACII)?Are there any particular firms you're targeting besides Watson Wyatt?Generally, a Masters won't do a huge amount for your career standing once you have got a couple of years of experience to demonstrate your skills. The fact that you got a first classification in your Bachelors suggests that you probably don't need to demonstrate much more academic ability for most firms' purposes.However, a Masters can be useful if you are looking to make a big change in your area of work, rapidly develop new skills or new areas of knowledge. I wouldn't recommend an MBA at this stage in your career, but if you wanted to move from an underwriting career to change management (for example), there are very good courses at LSE, Warwick and Manchester.If you are interested in other specific moves, I expect I or others on the forum could come up with ideas for suitable Masters.