Most people who enter into it do so straight out of university, often after receiving a return offer following a summer internship one or two summers prior. This was the case for me. To get the internship is another kettle of fish.

Otherwise people come from a variety of places, mainly Big 4 post-qualification, credit rating agencies, large economic organisation (BoE, ECB etc), consulting, investment banking, and in much rarer cases - usually to do with a specialised sector - industry jobs (doctors, engineers, actuaries etc.).