Advice on job paying under the table.

I’ve been working at a job that pays under the table. Not until recently I’ve been told by my friends that it’s sketchy. I have been planning on leaving the job for a month now as I have accumulated money to live off for a couple months. I have other job offers which are great with my scheduling me good hours as right now I definitely feel like I’m wasting my time at this job that won’t get me anywhere. Should I leave my job? I don’t want to be an accomplice and get in trouble. It makes sense because since business is non existent at my job. The guys doing bad and I don’t want to be part of it. So IDK what to do?

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