Depends whether they ask a question that requires you to disclose. Finance roles are much more likely to ask questions that will require disclosure that consulting roles with.
The issue is that 'intent to supply' is usually seen as significantly more serious (ie crosses the line into unacceptable) than possession for personal use, and not disclosing and subsequently being found out, is likely to be grounds for instant dismissal, certainly in Finance, and probably in Consulting as well. So if you are asked to disclose in any way during the application process, you are better off doing so, but ideally you would wish to avoid those roles that will ask.
Alternatively, stick to engineering, which is a) less likely to ask than either Finance or Consulting and b) perhaps slightly more tolerant of issues. You'll be a stronger option for consulting with a few years in industry anyway.