Speaking as someone in a very similar (if not worse) kind of environment (feral employees, uncivil servants), I think you'd be surprised. Sure, most people at Citi (and where I work) are probably very risk averse, but that doesn't mean they don't have smarts. I've often felt that there is an enormous untapped talent pool at many of the national labs. A change to something fresher might be just the push some people need to go guerilla and try a startup. Heck, if I wasn't tied down by local personal interests, I'd have jumped ship long ago.