Will reneging hurt me?

Hi everyone. I recently finished undergrad this summer and have been on the job hunt since last November. I come from a non target school but had a decent GPA and made sure to get heavily involved with CFA related projects and the exams. From the beginning of my senior year, I was pretty set on landing a job in EQ research. However, after having zero success for several months, I decided I prob wasn't cut out for it. A professor, who I worked closely with in my senior year, helped connect me to someone in direct indexing and I was able to interview and get a job offer from their team. I decided to accept the offer back in late May, as they only gave me the weekend to make a decision, and my start date is set for mid/early July. 

Fast forward to mid June, a buy-side research firm decided to push me to a final round interview, whom I was aware I was still in the interview process with, and decided just for the heck of it to participate in the final round. Of course, I didn't just wing it, and I did prep heavily for the final round. I also was not expecting to get the position at all (as I do not come from a target school nor have any past investment experience). However, I was hoping that If I demonstrated that I worked hard for the final round interview, then maybe I could reconnect after a couple of years of work experience and land something at their firm. Well a couple days after the final round, they offer me the position. 

The comp is significantly better, but I also really enjoy doing company and industry research, reading about the markets, and overall, learning how to become a better investor. The buy-side job obviously offers a lot more intellectual enjoyment, learning growth opportunities, and career development growth as well.

Obviously I'm leaning towards reneging my offer and accepting this job I'll probably never have another opportunity for. However, the fact that my professor helped me get my current job and that it starts in less than a month is driving me crazy, and I'm wondering if the ethics of it outweigh the opportunity to work in buy-side research. I also am not sure if reneging will coming to bite me in the long run, as I hear word can get out around the street, and I'm already burning bridges before my first job. But I also don't want to find myself working in direct indexing and resenting it or wondering 'what if I had gone the research route'. Would love some thoughts or advice from you guys.