With the challenge of being too young and inexperienced to start a business in your 20s, while having too many commitments in your 30s and beyond to actually quit your job and go all in.
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TLDR: late-20s would be the best time balancing future life commitments vs skills and experience level. Else, startup when you’re in college, because 1) nowadays much support is given by educational institutions, 2) you can work with your classmates as a team without having to worry about paying salaries and 3) commitments would be a thing of far future.
Being a first time founder I started an on-demand app startup at 24 after 3 years with the Big 4. Spent a lot of time learning instead of executing, not to mention that when i left it was around the phase where i would be picking up leadership skills.
I knew that i would want to start before i hit 30 as the 30s would be the decade where one starts picking up life commitments specifically with marriage, buying properties and so on. Having that in mind i didnt think twice and left Big 4 and jumped head-first into startups.
With hindsight i would have stayed on for at least a couple of years, learning crucial leadership and project management skills that would prove to be essential as a startup founder.