I'm a bit surprised to learn this isn't common knowledge. Don't say anything when you're leaving. Don't say where you're going, do NOT do the exit interview (Or do it but give the most generic positive answers only). Give 2 weeks and comply with all the work requests your manager gives you to exit clean.

You might think it is sad it has to be this way, but this is business. You aren't breaking up with a romantic partner. There is only risk but disclosing more than needed.

Finance people have known this for a very long time.