Go with the Recruitment Agencies if you are unfamiliar with the industry and the players. Or research the market, companies, and so forth to establish who would be best suited to you. The competencies learnt as an Engineer in Industry are transferable but I believe in Consulting you would require more rounded skills (e.g. understanding finance). The degree of skills depends on the level you come into Consulting (e.g. Associate, Consultant, Manager etc), the higher up would require more skills to satisfy that level. MBAs do help develop these skills, although largely theoretical, you would need some experience of these in roles.