Need advice on pre MBA path

Hi, Need some advice guys. I am currently working in oracle as a software developer since 2 years. I like the work but I want to expand my horizon and move into management roles and am interested in doing a global MBA from a reputed institute preferably Ivy League. But I was told by someone that the global market is very bad and to get roles like Management Consultant and PE/VC, I need some finance/analytics background. So should I switch to same role in a bank like Goldman Sachs to get little finance knowledge. Please let me know if this information is true. Thanks.