No, it isn't quite right. The high pressure of work makes me want to give up my job. Something makes me want to do something; or, I would rather do X than Y. But you can't mix them both in one sentence. Think of 'rather do' as a comparator - you need to compare the thing you would rather do with the thing you don't want to do. I would rather give up my job than keep working under this pressure.

Sorry, the sentence is incorrect. Here are a couple of alternatives to express the idea. 1. The high pressure of work makes me want to give up this job. 2. I would rather quit than continue working in this high pressure job.