And now I want to join them for financial reasons and leave my current job during the probation period.

Seems you have your reasons and already made up your mind. I'd not going to say it's unethical, but somewhat unprofessional. You used the completing offer to negotiate a higher salary (to your satisfaction, I believe), and now once you have a higher remuneration offer, you don't want to continue - that somehow indicates you were not satisfied to start with and that's not a very good sign.

You can say whatever you want, but it's likely you're going to burn some bridges, more so because you mentioned

noting that my current job can easily find out that I left for the original competing company.

However, at the end of the day, a disgruntled employee is worse that no employee, so if the financial matter is highest ranking concern, you do switch. You are not compelled to put the exact details. you can provide a generic statement in the exit interview / reason for resigning as

Thanks for the opportunity, but I found another opportunity outside the organization which is better suited at this moment for me, so I chose to pursue that career path.

Suggestion for future : Next time onward, before accepting an offer, be sure to check for all possible opportunities, evaluate them and then make the final decision, at least for the remuneration part. At times, there are certain other things (work assignment, workplace culture, poor management etc.) which can lead you to make a decision to leave, but that's a different ballgame. Negotiating higher salary immediately after a negotiation and accepting the revised offer - is not going to be accepted very well.

And now I want to join them for financial reasons and leave my current job during the probation period.

Seems you have your reasons and already made up your mind. I'd not going to say it's unethical, but somewhat unprofessional. You used the completing offer to negotiate a higher salary (to your satisfaction, I believe), and in two week's time, now you have a higher remuneration offer, you don't want to continue - that somehow indicates you were not satisfied to start with and that's not a very good sign.

You can say whatever you want, but it's likely you're going to burn some bridges, more so because you mentioned

noting that my current job can easily find out that I left for the original competing company.

However, at the end of the day, a disgruntled employee is worse that no employee, so if the financial matter is highest ranking concern, you do switch. You are not compelled to put the exact details. you can provide a generic statement in the exit interview / reason for resigning as

Thanks for the opportunity, but I found another opportunity outside the organization which is better suited at this moment for me, so I chose to pursue that career path.

Suggestion for future : Next time onward, before accepting an offer, be sure to check for all possible opportunities, evaluate them and then make the final decision, at least for the remuneration part. At times, there are certain other things (work assignment, workplace culture, poor management etc.) which can lead you to make a decision to leave, but that's a different ballgame. Negotiating higher salary immediately after a negotiation and accepting the revised offer - is not going to be accepted very well.

And now I want to join them for financial reasons and leave my current job during the probation period.

Seems you have your reasons and already made up your mind. I'd not going to say it's unethical, but somewhat unprofessional. You used the completing offer to negotiate a higher salary (to your satisfaction, I believe), and now once you have a higher remuneration offer, you don't want to continue - that somehow indicates you were not satisfied to start with and that's not a very good sign.

You can say whatever you want, but it's likely you're going to burn some bridges, more so because you mentioned

noting that my current job can easily find out that I left for the original competing company.

However, at the end of the day, a disgruntled employee is worse that no employee, so if the financial matter is highest ranking concern, you do switch. You are not compelled to put the exact details. you can provide a generic statement in the exit interview / reason for resigning as

Thanks for the opportunity, but I found another opportunity outside the organization which is better suited at this moment for me, so I chose to pursue that career path.

And now I want to join them for financial reasons and leave my current job during the probation period.

Seems you have your reasons and already made up your mind. I'd not going to say it's unethical, but somewhat unprofessional. You used the completing offer to negotiate a higher salary (to your satisfaction, I believe), and now once you have a higher remuneration offer, you don't want to continue - that somehow indicates you were not satisfied to start with and that's not a very good sign.

You can say whatever you want, but it's likely you're going to burn some bridges, more so because you mentioned

noting that my current job can easily find out that I left for the original competing company.

However, at the end of the day, a disgruntled employee is worse that no employee, so if the financial matter is highest ranking concern, you do switch. You are not compelled to put the exact details. you can provide a generic statement in the exit interview / reason for resigning as

Thanks for the opportunity, but I found another opportunity outside the organization which is better suited at this moment for me, so I chose to pursue that career path.

Suggestion for future : Next time onward, before accepting an offer, be sure to check for all possible opportunities, evaluate them and then make the final decision, at least for the remuneration part. At times, there are certain other things (work assignment, workplace culture, poor management etc.) which can lead you to make a decision to leave, but that's a different ballgame. Negotiating higher salary immediately after a negotiation and accepting the revised offer - is not going to be accepted very well.