I graduated oxford this summer. No internships or anything to speak of, but standard ECs (college sports, university sports, some success at competitive debating), my university thesis is being published and I'm fluent in a foreign language having been born and brought up there. I applied to all the MCs this autumn - literally only got a reply from PWC (I think because they give a numerical/spatial reasoning test straight away and I'm good at those), and managed to mess up my phone interview by under-preparing and giving bizarre answers.
So, is there anything I could conceivably do to have a career in consulting now? Let's say I start a business (I have a viable idea but it'd take a lot of work and time commitment to take it to fruition)? Or should I basically find something else to do?