Interesting question. Firstly I'd advise trying to work out your own motivation/career aspirations. If you're looking to just make a shed load of cash then take the Goldman offer - it's a no brainer. However, if the desire to fly overrides the cash element then you may want to consider the cadetship.
I've built a career in IT, primarily in banking both IB and retail. I can assure you that if you join Goldman you will be working crazy long hours under extreme pressure. I'm not for one minute suggesting the conditions will be worse than aviation, but IBs certainly want their pound of flesh.
From reading a number of posts on this forum, there seems to be a growing number of older guys (myself included) who've built a first career and are considering switching to aviation. The advantage of this is firstly you have the cash to fund your training and secondly have something to fall back on if flying doesn't work out. If you're early 20s why not take the banking offer and fly at weekends. Once you've established yourself in finance then you can consider pursuing aviation as a plan B with some money in the bank and a career to fall back on.
Good luck...