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Alternative Investments vs. Banking & Capital Markets

I’ll be heading into a Big 4 for its audit practice in NYC and I definitely want to do financial services. I was wondering between the two industries, which is the better option? Does one provide better exit opportunities than the other? How is the workload? Which will teach me more? Would love to hear your experiences.

On a side note, does the size and/or prestige of the client have an effect for future opportunities like promotions or moving onto industry?