There should be no risk, though. Don't quit your job, just look around while you're still employed. Put in your notice if/when you accept another offer
That said, I'm doing the job switch thing anyway; not to get more money, but because I've grown to hate my career and am hoping to switch into a more creatively fulfilling one. If I can find such a job with a larger paycheck, of course I'll take it; but I'm also willing to take such a job with a pay cut if that's what's available to me in the new industry.