Need YOUR help WSO! What to do if you take an offer and then get a better one?

Hey Everyone - I'm hoping that the broader WSO community can weigh in here. I have a buddy that just finished up recruiting for a BB and started last week. He was still in discussions with others and one came back to him with an offer - and it's a firm that initially he might have taken over his current role. What advice would you give him? Stay where he is given he's already started and it could be a good opportunity long term, or leave 2-3 weeks in and go for the other place? Both firms are of relatively comparable quality. Maybe the new offer from the bank is a slight notch better.

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