Hi Anonymous,
The most common exit opporunities is moving to the client side, focusing on same area than at McKinsey implementation which is basically around organizational transformation and improvement.
I don't have data on that, but based on my observation most likely exit is into the operations area of larger enterprises, partially into C-level (typically COO), altough I personally did not see many cases jumping directly into the C-suite.
Hope that helps - if so, please be so kind to give it a thumbs-up with the green upvote button below!
Robert