Feel bad about quitting early

Hello Monkeys,

I have been working as an associate for a wealth advisor for about 8 months at a bank that only serves Texas residents (first job out of undergrad). I was contacted by an MD of a much bigger, global bank and ended up getting an offer I cannot refuse to join his group in a senior associate role. My dilemma is saying goodbye to my team and boss after such a short time is going to be tough. Has anyone else been in a situation where an offer was too good to pass up? How did you explain it when you put in your two weeks? Does it look better that I wasn't actively applying and the MD reached out to me? I know for sure I am accepting the job I just know it will be difficult to quit and that my team will be extremely upset because of wasted time/training on me and my current bosses assistant is set to retire this year and it is only the three of us. I appreciate any comments and thank you!