I don't think your major in this case will make an impact either way. At the undergrad level, the rule of thumb was we like to hire people with technical degrees (math, science, engineering) with good social skills (often from extracurricular leadership type positions or internship positions or the 1st round interview), OR people with liberal arts degrees that were really good in math (from course work or from good standardized test scores, SAT, GMAT, GRE, LSAT).
When I used to screen resumes at McKinsey for undergrads, we would look at actual transcripts to look specifically at which classes you took and what grades you got. At the time, it was customary to have alumni from the school do the consulting resume screens for a potential new hire or McKinsey internship.
So I'm a Stanford alum so I screened Stanford consulting resumes and transcripts. The thinking is an alum would have a better feel for which classes were "easy", which were hard. Maybe you're an English major but took two really impossibly hard physics classes and got A's and got say perfect math SAT scores. If I saw that, my conclusion would be okay, the person can clearly do math. Lack of math skills is not an issue.
Hopefully that helps provide some insight into the thought process of the resume screener. My experience may not be indicative of how every firm does it, but I suspect it's probably not all that different. At the end of the day, we want someone who can get the job done and we recognize that person comes in different packages.