PE/VC internship while employed somewhere else

Hey guys,

I was lucky to find an opportunity at a PE/VC firm (albeit a small one) to work in due diligence and deal sourcing. My goal is to work in high finance (PE/VC or HF) but I am working at a Tier 2 consulting firm.

My dilemma: that VC/PE firm isn't paying me for the internship (and probably won't pay well). Second, my firm might fire me if they learn I worked somewhere else during my leave of absence.

If you were in my position would you do it?

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