I know lots of the big name consulting companies in London at least used to do it. A friend of mine with a physics degree from Oxford got job offers for all kinds of things on the assumption that if you can get a physics degree from Oxford, you can probably learn other stuff as well. He ended up doing some sort of forensic accounting.
A friend of mine in Australia became a management consultant with a PhD in physiotherapy, they essentially were saying a PhD in anything is a good base.