Most likely, your card is already ordered and you probably have your passport stamped. At that point, they don't care about what you do and where you are as the decision is already made and you are approved. So you will get your plastic w/o any problems. BUT... Most lawyers recommend to stay at your present job for a year or at least 6 months after approval to avoid any complications during application for citezenship or GC renewal. Apparently, they might check your employment history at that time and claim there was a fraud if you didn't stay with your sponsoring employer long enough. Remember that you are supposed to have a permanent job offer and it can be interpreted as perpetual.
A guy I worked with, got approved in May and switched employers in August. If I'm not mistaken, he already got his plastic.
It's up to you to decide whether you want to play safe and whether the offer is worth the risk.
