The CFA is an additional certification that can improve your resume and help you get a short list of consultants a little. However, you shouldn't focus on doing CFA solely if you think it will help you in consulting. No, CFA skills don't have much value in consulting. Most financial models in consulting are common sense and are far from exact or accurate.
Unless you end up in corporate finance consulting or business value consulting roles, the CFA won't add much weight.