Really depends on how many years of work experience you have:
- less then 5 years you can apply for an MBA and then you enter as Consultant/Associate. Very common.
- more than 7 years, it is more difficult but you can try to enter as Manager positions with a deep expertise in a sector.
The interviews will be more focused to understand your knoweledge on a certain industry and if you have already worked in a consulting style (presentation, excel, team work, project sales, etc..)