I have a bunch of high school and U frens working across different industries in HK now, most of them are interested in banking jobs. Maybe only one is interested in consulting. I guess it's the culture there or just my friends.
consulting firms generally put ppl in BJ or SH office... their HK office is much smaller. it may not be a good example but the year i finished my undergrad study, Mck recruited c.40 BAs in SH+BJ but less than 5 in HK office.