Leaving Return Offer for Entrepreneurship

At a target master's program. have a summer internship at a bb but I've been working on a venture for the last year and im ready to raise capital and want to pursue it full-time. has anybody left a return offer or a banking job on the table to try entrepreneurship? any regrets?

i had a return offer even before i got to the master's, but chose to do the master's to work on something entrepreneurial. kinda got caught into the recruiting spiral after getting here though

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