Is consulting internship relevant to MFE programs?

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10/31/14
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I am currently a junior student majoring in finance(cumulative GPA: 3.77/4.00) and have a double major in statistics(cumulative GPA: 3.78/4.00). Also I am taking the C++ Certificate on this website(hopefully I would get the certificate by the end of this winter holiday). The result of the most recent GRE I take is V160+Q170+AW3.5(enough for most programs:)or is it?).
I am going to take an internship in BDA(www.bda.com), which is a consulting institution on profitable investment strategies in the Telecom & Technology and so on. Its relation I found to MFE program is that the company serves some of the world`s leading hedge funds and the work there would cover data mining which would utilize some programming skills(though I am not sure if I am accessible to such kind of jobs).
In addition, I have already finished an internship as an investment banking analyst in China Investment Securities but the tasks were much less quantitative. The additional choices include a fund company based in Shenzhen, China(not famous but relevant, since there are quite few fund companies here).
In a word, given that I will take the internship in BDA, what should I do to make the most of my time and put all these experience in my CV and PS to support my application?
 
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