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Thanks for the advice. The problem is that I can't say I'm that interested in finance per se, I'm a tech nerd at heart and see myself more setting up a startup down the road rather than playing out the traditional finance career. Venture capital could be a good compromise, though, and am looking into some options.

Based on personal experience, I couldn't disagree more. If you're a good worker, leave on good terms and maintain contacts you will only expand your options.

I really like that last sentence of the OP. "Others may disagree, and be right."