After graduating I started a consulting job for a small firm, then quit and am currently in the final stage of Big 4 / IBM applications (consultancy). During my MSc I also had a 10 month internship with Deutsche Bank who offered to partner with me for my dissertation project.
As long as you're happy with your choice, that's the main thing. It's funny to observe that UCAS points are more important than your actual degree/institution for a lot of graduate jobs. Once you're past the initial stages of application, recruiters couldn't care less where you're from, as long as you perform during interview/assessment centre.
If you want specific grad jobs then you need to focus on
1. Getting a 2:1
2. Experiencing as much relevant employment/activities to set you up for competency interviews
3. Commercial Awareness (degree helps a bit here)/ Exercising your brain (slightly harder to explain, but should come naturally)
That's why it's pretty funny seeing people get caught up on 'X is better than Y!', as with the current popular graduate recruitment processes, nobody really gives a ****