@Jack Williams question is : is there any path that is best?

Yes just to say that 'consulting' varies a lot depending on the firm. So most people think 'consulting' is just done by McKinsey. But you have different types of consulting. First, 'strategy consulting' is done yes by McKinsey, BCG, Bain. You advise CEOs , senior managers etc on big decisions eg should they enter a market, acquire a company etc .You do lots of PowerPoint slides, Excel . Mostly slides and Excel. They rarely build ML or optimization models themselves. If technical modelling is needed, they often hire external experts. Second, you have another type of 'consulting' called 'technical/specialist' consulting which is done by companies like Baringa, Aurora, AFRY. Eg for energy you do market modelling, price forecasting. Here, you build an optimization model, use ML to forecast renewable output etc.And so in this case you write a report with interpretation of the results, description of the model etc. So, here you genuinely build models AND write reports AND present findings. Also, you have another type of consulting called 'Implementation consulting' done in companies like Accenture, Deloitte. You build coding systems, deploying software. So, mostly code and systems. They might not write formal reports at all but just deploy software and hand over documentation. Finally, you have Independent consulting where you are on your own ,and could be any of the above. For example, maybe a utility company hires you for 3 months to build an optimization model. Or maybe a developer wants a report on the electricity market. Etc. In all cases, you are creating PowerPoint slides , writing a report in Word , and most often you need to develop ML / Optimisation models in Python most often. And of course you have to give a public speech, to talk in meetings, etc.

- I rely on SCIP for my research because it's open-source

I will also check with some US-based colleagues.

Welcome. Thanks for sharing all this useful info on your profile. So I agree. Best time to be a Software Engineer is now. Everyone says this that I know. Especially when we combine it with other disciplines like Energy. Here, all the courses apply software engineering to Energy. Generally Software Engineering is a great combinator!