It's important to have a good network of business contacts in consulting as you progress. New business development becomes part of your job. As your classmates rise in their respective business areas it is important to stay in touch with them as they may become your future customers. Work in audit involves checking accounting ledgers and financial statements within corporations and government. This work is becoming increasingly computerized and can rely on sophisticated random sampling methods.
Audit is the bread and butter work of accounting.
This work can involve significant travel and allows you to really understand how money is being made in the company that you are analyzing. There are plentiful jobs in this area in government and private industry. Besides quantitative skills many budget analyst jobs require good people skills because of negotiations involved in the work. The work can be varied over time. One day you may be running spreadsheets.