BO Ops Analyst- Buyout if I Put in 2 Months Notice?

Back office ops analyst- just got placed into a new team and they are training me on new job functions, but I accepted an offer to switch industries starting in July. I feel guilty having them train me knowing I'm going to quit as soon as I'm up to speed and screw them, but I need to get paid for the next two months.

Talked to someone in another industry about my plan to start another job in July and he suggested I tell HR about my plan and see if they would be willing to buy me out/give me a severance package. Has anybody heard of something like this being done for a BO analyst? The person I spoke to said my current bank might rather do that than train me but I don't see why they wouldn't fire me as soon as I told them I accepted another offer, since its at will employment. 

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