Ask HN: Leaving Big Company for Startup

First, thanks to anyone who reads this and gives their honest opinion. I know this audience includes some of the most experienced people out there in the startup and large company realm.

I am a Statistician/data scientist for a large energy company. I have my job down to where I have written programs to automate most tasks and my company allows me a lot of freedom and time off to do what I want. I am taking courses during the day at a top 30 university in computer science. I have done a lot at my job, but feel it is in a traditional space. I fear working in this traditional area may not get me where I want to go. My goal is to work as a data scientist for a top tech company, i.e. Google, Facebook.

I have a masters in statistics and my bachelors is in math and economics, however, most of the people I see at top companies in my field hold PhDs. So, while working at this company I have been taking the necessary courses to get into a computer science PhD program, specializing in machine learning.

A friend from grad school approached me and asked if I wanted to work as a data scientist at the startup he works for. I would have the chance to co-lead a data science team and really influence the company. I would get a raise and would have more responsibility, but would have to stop going to school. He works at a fintech company similar to Affirm (affirm.com); smaller than affirm but established (~100 employees).

What route do you think would further my goals, staying at the energy company and working towards a PhD, or taking going to the startup which offers more responsibility and the chance to really impact the company?

Thanks again for any honest opinions.