The way you phrase it makes it sound as if the choice is between a finance-domain path ("My peers are gunning for the usual private equity/ hedge fund jobs, whi

The way you phrase it makes it sound as if the choice is between a finance-domain path ("My peers are gunning for the usual private equity/ hedge fund jobs, which pay handsomely") vs. a technology-industry path. I have absolutely no doubt that you should stick to your job with Goldman / JPM and pursue advancement along that path; maybe do a CFA or MBA if that makes sense towards applying for roles that apply to your interest in finance. Palantir is probably a pretty awesome and innovative tech company but unless you have a game plan to be someone special in tech or tech sales, the sheer amount of "flow" in the finance industry assures you that even the lemmings receive a good salary. If you're good, the sky is the limit. One reason you may consider leaving Wall Street is if you are working on something that is obviously ethically wrong. In that case, it's not just a matter of pure money.