Internal consulting vs. Tech Startup or stay

Between the option of internal strategy consulting as an analyst for a large bank or working in a fast growing fintech startup as a quantitative analyst, which would you choose? Another option is staying in investment advisory (Cambridge/Towers/Mercer). Everything in NYC.

My current job is nice, but would one day love to work at an innovation consultancy like IDEO or Idealab and go to Stanford (MBA or MS CS). Background: top 10 grad in CS/Econ, 750+ GMAT

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