Doing an internship after landing FT offer?

Is it alright to do an internship (non-banking) after signing a FT banking offer? I'm looking for a job to make ends meet and internships are more interesting than blue collar jobs and they may also pay more.

What's the etiquette during an interview? Do I disclose it upfront that I will be leaving in x months for this FT job? I don't want to tick anyone off, what's the proper way to go about handling this...?

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