How about Tufts? You can take classes at their renowned Fletcher School as well to further your international aspirations.
Since you are interested in the private sector, Europe (unless its LSE or something really famous) might not help you land a job if you intend to come back to the USA. Private sector cares a lot about name so Tufts, Duke, NYU, etc. might be a good choice.
You may want to work a bit to figure out exactly what you want. You should have a lot of options having the Chicago name on your resume!