YES!! If nothing else, at least alert your bank and put a stop on any transactions initiated by that party. But, I would change everything. From experience, it's easier to prevent identity theft than to pick up the pieces afterwards.
If you are applying for a job, naturally you are going to make your resume public for all to see. That's how they get it. I got the same message. No one offers anyone a job until they interview. Of course you will know right away it's a scam.