> ... I had to change and decided to jump into the startup world.

You don't have to choose one of them. I was in a similar position about 6 years ago, software + security background and passion for startups which led me to start my own company (https://www.netsparker.com/), we're building a tool to automate web app security and advancing the automated scanning in web apps, it's really fun stuff if you are into security.

Security industry is great for startups and new comers, another option is obviously working for a security startup, there are tons of them.