I am a doctor that now works in one of those strategy houses Don mentioned above. I have also worked with his agency in the past. Have a few minutes to spare so a few thoughts:
35 is unfortunately really pushing it somewhat. You will be older than some of the partners, yet at least 7 or so years behind them in career terms, maybe more.
Age will also be a problem due to the lifestyle. This job is harder than any medical job I did, generally in terms of pressure to deliver, long hours etc. It is a tough environment driven by financial gain and when you are in the office you are constantly working. There is no lying in the mess, it is 70ish hours per week of constant work. Being in the office till midnight every night or away from home for weeks at a time is no fun
when you are mid 30s with young kids. And the hours are very much unpredictable, unlike on-calls, so expect to be routinely cancelling dinner plans, drinks etc etc
Having said that, you wouldn't get me back into clinical medicine for anything - I enjoy this way more. The work is interesting, future options are great, the pay is incomparable, you get perks, you feel appreciated. The contrast with the NHS couldn't be bigger.
For people thinking about it now, my advice:
1) If it is the right time for you then get on with it asap. There are hundreds of doctors looking to move, and only a very small % will make it. You are already behind the curve and so do not have the luxury of hanging around. If now is not the right time for you then work out when is and start preparing/planning now. In my opinion, the optimum time is either immediately on registration or after 3-4 years when you have an exam.
2) Get professional advice on your CV and cover letter from a reputable agency. Pay if you have to. A medical CV and cover letter is totally inappropriate for the business world.
3) Research, research, research. You cannot know enough about the industry and, believe me, it is immediately apparent within seconds of talking to someone whether they are for real or not. In that regard treat every interaction with someone at a firm that you would like to interview with as an interview. You will be judged on everything (at least by me) and if you come across as unprepared or not fully motivated then your place will go to someone else.
4) Come up with a very convincing story as to why you are leaving medicine. All the firms are well aware of MMC and will be actively looking to weed out those that really want to be surgeons but got shafted by the system. These firms want people that are ranked top in their classes at the best universities, and have consistently been top of their peer group. So you need a story to explain what has happened to you, why you are making this choice to leave medicine, and why you are making it now as opposed to two years ago. If you are a victim of MMC, don't say that in an interview - talk about why you want to work in consulting, not whay you are leaving medicine.
5) Practice business cases. Chances are you will never have done one, in which case it will be completely alien and you are extremely unlikely to do well unless you have practiced a lot
6) Expect it to take months rather than weeks, assume that you won't get in and establish plans B,C and D. This could be pharma, MBA or anything else, but I would definitely have applications to all running parallel to avoid having large gaps in your CV. A couple of years in pharma will look much better than continued drifting in clinical medicine and will add skills that are far more useful in a consulting environment should you switch later on.
Hope that is of some help