Hi!

So let's start by first principle thinking - if you feel like you are in serious burnout and you are not feeling somehow ok with staying there, simply take a break and possibly leave. Your career is going to be 40+ years long, so you will have time to make it work and have a great outcome anyway, even if you leave consulting after 1 year.  I think the downside of “mental sickness" is way worse than leaving consulting without another job offer, so watch-out on that!

Having said that, I think the combo of consulting and investment is definitely making you appealing either to PE or VC firms. Now, as a rule of thumb PE jobs are similar to MBB/banking like hours so given your appetite I would not suggest that, unless you are quite lucky in finding “small and local" PE funds that usually invest in SMEs and have better work-life balance (but usually not top salaries). Another option I see working better could be the VC ecosystem - for VC the French tech scene is definitely quite booming so I'd suggest you to look for international VC funds operating there (e.g. check here: https://slidebean.com/blog/the-10-best-vc-firms-in-paris ). International funds have the upside of having more AUM, thus being able to afford usually higher salaries given the higher management fees. Of course, after a couple of years of work experience in a well-paid job like you have, you could aim for Associate positions.

I can speak for hours about VC but the upside I see is that generally you get great work life balance, a really interesting job with lot of exposure to innovation and a decent salary (even though not stellar like top PE, Banks, Consulting). However, if you manage to hold through, you might end up earning pretty well if the fund performs well with carried interest!

Otherwise, startups are definitely appealing as well (and can also lead to VC opportunities later) - for sourcing them I would look at media reporting the hottest ones in your area (check Sifted and Techcrunch), and I would check the portfolio companies of the best funds in the area (see link above for France for instance). Generally, to de-risk a bit the “failure” risk, I would aim for Series A or B startups, where the product market fit has been already found by the company, but the company is not huge yet so you can get quite a good equity upside if all works well. To get these jobs, best way is to find the startups as mentioned before, then go with cold outreach to founders on Linkedin saying you basically want to help, and take it from there!

I can go on for hours, but hope this helps as a starting point! Bottom line, do your homework but don't stress, you'll be fine, there are plenty of options out there for you!

Best of luck!

Edo