Former recruiter for hedge funds here. Switch banks, roles or cities but stay in finance. Its difficult to get back in once you are out, and while I agree Palantir has incredibly cool products, its a better long term career move to find a way to work with the software from within an investment bank or fund than as a consultant. Others may disagree, and be right.
Thanks for the advice.
The problem is that I can't say I'm that interested in finance per se, I'm a tech nerd at heart and see myself more setting up a startup down the road rather than playing out the traditional finance career. Venture capital could be a good compromise, though, and am looking into some options.
Based on personal experience, I couldn't disagree more. If you're a good worker, leave on good terms and maintain contacts you will only expand your options.