Note: I know there are many questions about quitting a new job for a better offer, but most of them seem to talk about better pay in a competing company. I am simply looking for guidance, so if this is a duplicate please direct me to the original.
I am a fresh grad, ~ a month into my first job at a very large financial services company. I got this offer a year ago, during my university's placement fair. I took it even though I don't feel interested in finance, because it pays well and I was grateful to have a job in the pandemic. This company also has a culture of very long working hours, high-pressure, and competition (which I got to know of only much later through employees who work there).
I have majored in computational mechanics, and genuinely liked my undergrad education - I have a decent GPA and many projects to reflect my aptitude and interest in the field. Over my final year I worked on two research projects that genuinely made it "click" within me that this is what I want to make a career out of - or at least try to. I wanted to proceed for a higher degree in the field, but can't right now because I simply cannot afford it at present.
Now one month into my job, I have received an offer from an automotive firm, the role is almost the same as what my background is in. They are offering nearly the same pay (it's 20% lesser than the current offer, but since it's in a way smaller city I will save a lot more than at present). It's an R&D role, so there is immense potential for papers and patents. This company has a pretty great reputation (heard some great reviews from friends). I feel this could be my chance to get to do research in a field I love, while getting decent money.
However, my parents have cautioned me that leaving this early, on my probationary period, will reflect very poorly and may harm me in future. Finance is known for paying well, they want me to at least "try it" before going into something they view as a "niche, underpaid field" like computational mech.
Some questions my parents have raised: How can I know I am not interested in finance without even trying it? Am I "bailing out" because of the stressful culture at my present job? I can't deny this, I simply don't have a temperament for stress. I was diagnosed with Generalized Anxiety Disorder (GAD) at 15, was on-and-off medication for several years. What if I decide later I want a "more monied" industry like finance, but have burnt these major bridges?
I don't know how to assess now whether they are right or I am. Please guide me on how I can objectively assess both sides and explain to either them, or myself, what is the "right" decision to take.