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I'm going to have to choose self-employed, for the same reason I love working at startups: I love the autonomy and responsibility of working in a small, fast-moving environment. I'm also somewhat of the rebellious type (though fortunately it's gotten less over the years xD), so I'm a very poor fit for bureaucracy...
Only exception I could see is if it's a very young, open and dynamic multi-national company :)
I would like to first work for a couple of big companies, and then maybe become self-employed. I really believe in learning by doing, and I think I would feel a lot more experienced when driving my own business if I've seen how successful business work from the inside.
It totally depends on many factors. its different for every person out there. for some self employment is the best choice but for rest working for multi-national company.
I guess to some its whether you want to have great impact in a small company or little/minimal in a global conglomerate, depending of course on position / responsibilities.
I'm so happy to work with multi-national company, because you can learn something from different countries. That way I learned few phrases in Macedonian and Spanish languages, as well as some cool words from English native speakers. I think if I'd be self-employed, I won't have that experience
Self-employed does not equal to owning a business that generate passive income (i.e. people or system makes you money while you sleep).
Self-employment is closer to sole proprietorship or freelance. So my answer is - a multi-national company, because you have to care less, take less risk, get privilege of working in multiple countries (while travelling or via relocation), plus health benefits, compensation etc.
But if you would ask owning your business and managing it as a business, not as self-employment, then my answer would be - of course being the owner, and not an employee. Though it's still extremely risky and demanding, but more fun.
Today I'd say self-employed (unless the multi-national was one I'd played a significant role in creating), however at other stages of my life, especially when I felt like I needed job security, I would have picked the other.
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