Having a honest conversation with MD about leaving banking

Was wondering if anyone has asked their MD about exit ops and opportunities outside of banking. I dont want to continue to be a banker (would be analyst to associate promote) and I want to have an honest conversation with my MD about moving on but want to frame the discussion to maybe ask him for help. Has anyone had experience in approaching their MD about this and how did it go? what should I consider when trying to have this discussion?

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