I work in banking (6 years + 3 banks) and have seen quite a lot of movement from mgt consult into banking, but it depends where in banking you want to goBanks have loads of projects & internal projects teams - as a general rule this would be your best way into a bank after consultingOr if you are doing IT at a consultancy it should not be too hard to get into a banking IT role, there are lots of IT teams / IT project managers - be aware that the neraer you wish to go toward the front office the harder the switch into banking is and that is the case with IT also - it gets more product focused the nearer the front you are