There are at least two areas that you could look at:
1) Account Management positions in FS are numerous. Examples would include selling credit card acquiring services to large retailers, providing asset finance products to manufacturers, relationship manager in Corporate Banking (cash management, trade finance, etc). The challenge is that there have been lots of cuts in many of these areas, so you'll be competing for jobs against people who have the done the job before while you will be selling parallel experience. Always easier to do that in an upward market.
2) Change Management. Many non-IT consultants that join banks do so by becoming internal consultants and the home for many of them is the bank's change management team. At your level you would need to target a programme manager position. This may sound more delivery focussed than account management, but often includes lots of pre-project work such as developing business cases, gaining budget approval, managing stakeholders, running monthly steerign committees, etc. Often project managers do the actual delivery management working for the Prog Mgr. You coudl take a step backwards into a PM role to make the change, hoping to progress quickly.
I would warn that while I would recomend a move to FS from consulting for many reasons - work/life balance, control over travel, etc, - I' m not sure I'd say bank teams are any stronger and financially it depends VERY much on the individual bank. A good MC can make the move with minimal or no loss of income, but not many make the jump in order to make a lot more money.