Should I choose third party payroll companies?

A company reachout to me saying they have opportunity at Morgan Stanley.. They are offering good package but only concern is that the payroll company would be that consulting company that called me for the job?

They told me that Morgan Stanley can take me as a full time employee later.. Idk should I choose that opportunity?

So as per my understanding:- That consulting company will control me for everything. The perks and benefits will depend on that. The appraisals will also be controlled by them.

They are offering 300% on my current fixed salary.. Comment your thoughts..