You should go to the campus where you know the most people from the senior class. Regardless of the field, you want to enter after graduation, an MBA is all about networking, knowing the right people, and making sure they know you.
At this point, your academic credentials will be on average the same as the rest of the batch, so you must distinguish yourself. Knowing people on campus before you arrive is important, as is understanding the nuances of academics, clubs, internships, placements, and so on.
For Finance and Consulting, you should opt for IIM Calcutta. This is mainly because of the following reasons.
You will have to slog for the entire two years at IIM Bangalore to make the most out of your academics. If this is what you prefer, opt for IIM Bangalore. At IIM Calcutta, you will find equilibrium between studies and fun.