PE vs Other Options?

Your classic "another IB analyst broken" post I guess.

I've been an M&A analyst for 2.5 years now and am pretty late to the PE recruiting game. Just started looking for some ASAP options, but opportunities are scarce, especially coming from a MM firm. I can grind for a few months and probably land a $500m fund offer, but I'm not sure if that's what I want.

I see many of the people around me go on to join exciting start ups, start becoming leaders in their industry and building a brand for themselves. I just can't stomach the thought of grinding it out for another year in something that I don't believe in.

My question is - those that you know who have left IB and gone on to do great things, whatever they may be, how did they get started? Quitting and starting a business from scratch is too high of a risk for me. I don't have any tangible skills (beyond Excel shortcuts) to offer to a start up or tech firm. What the hell can I even do? I joined IB due to the vast exit opps it seemingly had, but I feel like it's becoming a pigeonhole for PE/MBA.