True story: male, around 30 years, of indian origin. Left a good consulting firm for full time Mba in Wharton. Graduated and was out of job for about 8 momths finally got similar job that he previously had.
This is not a common story, but it can happen. Look at the employment rate for your school, not all have 100%. These days financial firms arent hiring big time as they used to. Still, MBA froma prestigious uni is a good thing.
Plan for the best but prepare for worse. Can your family afford you not working for 2-3 years?