Stick to the track: But in all seriousness, if you didn't make it through PE recruiting a month ago, then you should probably stick it out. Banking sucks, sure, but it also develops serious skills and makes you marketable throughout the business world (at least for the most part). Finish your two years (while quietly looking exit opportunities). If you want to be "entrepreneurial," look at growth equity or VC. If not, go to business school. Trying to buy and run a small business at 23 is tough. A MBA pedigree (assuming M7 or similar) at least gives you a leg up and potentially something to fall back on.