Have been working as financial analyst for 2+years on h1b. no growth opportunity (too much politics) and salary ab 50k. Majored in Info Systems in bachelor's, always had aptitude for tech and want to switch to tech. I understand financial markets pretty well so my ideal job would be working in fintech.

Current company has agreed to file Eb3, but from what I understand this can take about 2 years. Currently have TPS, and not sure if I should switch to consultancy and start getting experience doing something I want to do in the long term (not to mention better pay)

Although company has agreed to sponsor EB3, I hate what I am doing and wish I could've just joined a consultancy after graduating.

Looking for suggestions from experienced guys out here:

1) Should I continue working on H1b? Assuming there is no PERM audit, application could still take 2 years (correct me if I'm wrong). Quit job, start entry level in tech and then move onto dream job.

2) Quit job, work on TPS EAD at entry level tech, gain experience, also get paid better and hope they sponsor for EB3 in a year

If there is no audit and everything goes smooth...it should be done within a year or so on EB3 as well.

yes if "all goes well " , mine is stuck at perm for about 4 months now ..One of my friend is stuck on I140/485 for about 6 months now ...its a touch and go but I suggest you to get the eb3 and gtfo of the company / job you hate.

Mike,
First congratulations for getting job with real company. You are one of the luckiest person to get job at company that is willing to sponsor H1B and eventually EB3. I would like to ask you what is your priority at the moment, GC or money? If I were at your situation I would choose GC (since your company is agreeing to file EB3).
There is no company that has no politics, and consultancies are even worse. Having aptitude for tech does not guarantee you a job, if you do not have real experience. ( sorry for my words if they offended you, but it is the truth) .

My suggestions:
Since your company is willing to sponsor you EB3, hang on until you get your GC with the same company. If possible push them to start PERM ASAP and push for premium processing where possible ( most of the time company does not pay for premium but spending for premium from your own pocket, it worth). One of my friends got GC in 10 months with no audit and RFE on any step. It is less likely that your application will be audited( you should know it better, if your company is crappy like desi consultancies there is more chance of being audited. But audit most of the time is random). If you can hang on for at least 10-12 months, can handle politics and are okey with 50K pay, you will thank me for my suggestion :).

Finally be wise and act smart is my suggestion.

If they apply for EB3, it would be worth to stick around with that company. If everything goes smooth as mentioned above, it should take you around 10-12 months. I had my done on EB3 and took around that time frame by receiving on Aug 2016.
You gotta check if i485 is current or not, if it is current, go for it.

Current Priority date for EB3 is Aug 1, 2016. PD is the date when documents reached to USCIS when PERM is filled. Even PERM approval takes 4 months and PD moves accordingly, it wont delay much.
For eg, My perm was filled on Sept and approved in Dec. Which makes me just a month behind that EB2. If that makes sense.
So the bottom-line is if your company is willing to file for GC, go ahead and do it and hang on there for a year or so.

That being said my perm just got approved ...good luck to you folks