Great question! As always, there is no single answer to this question. Each academic experience is unique and has its own nuances on the side that make the candidate more or less attractive to a strategy consulting firm.
As a general context, large consulting firms such as McKinsey are increasingly focusing on diverse profiles to bring that diversity to team life that maximizes the results and quality offered to their clients.
However, getting more concrete and looking at where many of my colleagues come from, I would keep the following business schools on the radar in your particular case:
- London Business School (United Kingdom)
- HEC Paris (France)
- ESSEC Business School (France)
As a next step, I would suggest reaching out to some alumni who did a similar path in the past. You can easily conduct this research through LinkedIn.
Hope it was helpful :) Feel free to DM me to bring the conversation further