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What’s making you feel depressed OP?
Figure out what the issues are. Is it the company, toxic work environment, type of work? You mention you work in Finance but that’s kind of broad. I’m guessing it’s investment banking if you feel this way. It sounds like a change needs to be made anyway for your mental health. I’d say look into taking some sort of disability leave if you can. If not, then it might be worth it to just quit your job and take some time off to recharge. Especially if you are feeling suicidal. And most of all, please talk to someone about this. Get a therapist to discuss this with.
Once you’ve done the above, my advice would be to take your time and try to figure out what it is you actually enjoy doing, and then do it. Who cares if it’s a pay cut. You’re mental health should be the priority here.
If you don’t like finance, I would ask management to make a department change.
What works for me is cutting processed foods out slowly but as much as you can, exercising regularly and living a movement-filled lifestyle (go for a walk at lunch, a walk at home, and 30 min of exercise 5 days a week), find time to do what you like (video games, connect with family or a friend)
It sounds silly but these things when done consistently can make a huge impact in your overall happiness
It gets better! And your future self will thank you for slowing down to focus on yourself. It's a daily commitment but try the attitude of "I'm going to fight everyday for my happiness and I know everdau won't be rosy, but I'll take pride in grinding through the bad days KNOWING better days are yet to come"