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Management Consulting and Finance are very different things. I’m guessing your a freshman so I get why you’ve lumped them. Being in Wharton should help enough for Finance, getting an edge in finance has more to do with how strongly you do recruiting which might have more to do with Wharton clubs and family connections. Consulting takes all kinds of majors at Penn though McKinsey, Bain, BCG seem to have a preference for Engineering and Wharton with notable mentions to sciences in the College. If your in the College, majoring in Math or Math Econ and minoring in Stat or Data Sci will also give you a serious edge for Finance, particularly quantitative trading, even more than Wharton. Being in a frat won’t hurt but more than connections it will train you how to socialize well with diverse groups of people and not feel intimidated during interviews. This can also be achieved in other ways but being in a Frat will teach you how to cooperate in groups. In short, connections from Greek life, esp outside your PC are overrated, but the lessons and subconscious social training is priceless. It will help once your in the job.