Job as a Federal Reserve Financial Analyst vs. Management Consultant

I wanted to get a good grasp on how working at the Fed contrasts working for McKinsey, I haven’t gotten any information when I tried to search stuff up and whatnot. Also I’d like to ask some questions as well to any current Fed Financial Analysts about Exit packages and ability to pivot into private business. Since I know I want to get an MBA. Also salary comparisons between analysts from both sides would also be extremely helpful, but not required! I’m a first year undergraduate student for reference.