Recently received a job offer with a start-up consulting firm. The company has proved dramatic growth in it's short life of operations and is even operating in the green currently. The pay is exactly comparable to where I am now with an arguably more aggressive and fruitful bonus structure. The position would pull me out of a big 4 company (which I think want), I work in tax consulting specifically around deals, and into management consulting (something I've been looking to do). I'm looking for a big shift in culture as well as just a general enjoyment towards my job with something that is new, refreshing, and exciting, hence the change. The company is pretty small with an aggressive growth schedule slated for the next few years which means I'd be getting in at relatively ground floor and coming in as a manager.
As you can imagine, the one thing I'm struggling with here is the vast difference in benefits as big 4's benefits are hard to beat and a start-up leaves much to desire. I'm 25 and feel I can take on the risk of benefits not being as good but am concerned that maybe I'm not considering the actual implications this decision may have. Would appreciate any and all comments on the situation and tidbits of wisdom if something you've gone through yourself.