Every year, big 3 consulting firms McKinsey, BCG, and Bain (MBB) receive a million applications and reject more than 80% of them even before interviews. CV and cover letters are your only chance to impress recruiters.
In such tight games with competitors from HBS, Wharton, Sloan, etc., you must be exceptional in every way possible, even to the smallest details. The resume is important, but Cover Letter is another weapon you absolutely need to utilize.
I recommend that you can get your free management consulting cover letter template here that actually works at MConsultingPrep!