I am a recent graduate looking for a marketing job. I have an interview for a marketing assistant role at a bank but I don't want to be working in the financial services industry for my career.

If I work for a bank for the next couple of years – would it be hard to change industry in my next job?

It will not be hard i think. But what I can suggest first try to excel your self in an industry whatever bank /financial services or other industry and after a certain period you can understand the scale of your skills and you can measure whether you are capable enough to switch over to other industries or not. Mind that only few people are the fast learners and fast adopters. But try to taste the basic of the marketing the in the career first. May be you are in that few. Best of luck