I'm an IR guy, so I can't really talk much about PT. However, from what I have known BC actually has a very good job placement record if you can find the 2007 article on PS (of course, things might have changed over these yrs). I think this is because of the Straussian factor. BC is known for its PT training. That said, IR,CP, or quant AP are all not regarded in that program.
Since you mentioned the possibility of taking classes at Harvard...The Boston Consortium only consists of BU, BC, Tufts. Unless your advisor has good connection with Harvard faculty members (meaning an indep study w ur advisor while actually sitting in a harvard classroom) or it is not likely that u'll be allowed to take classes there.