Hope you are well.
I have been working in the region myself before, hoping these would answer your questions.
Typically, one would need to fulfill 3 elements to form a distinctive profile for MBB firms:
- Academic achievement
- Extracurricular achievement (internship + social service / other initiatives)
- International exposure
In this case, your overseas study and internship experiences could put you ahead of other local profiles, particularly for Consulting Analyst role in McKinsey SEA.
That said, any role in MBB, including Consulting Analyst is competitive. Hence an amount of effort is typically expected.
Research Analyst is another route most people take it after they failed the generalist consulting interviews, but usually only narrowly. They will try to make a shift from RA to consulting role, which usually takes some time (years).
For BA role, to have considerable chance, you need to come from "target schools", this holds true even for overseas graduate as the list works globally.
MBB provides an invaluable opportunity, which goes into the prestigiousness of its alumni as well, irrespective of their region. Exit opportunities are similar to other regions.
Of course, the company that you might jump into after MBB depends on where you are and whether you could make the shift to other region, should it not exist in SEA. But, once you get to other region, your MBB profile will soon be put into use.
Hope it helps.
Feel free to DM me for more questions or to schedule a session.