I noticed Data Science is a quite frequent subject around here, so my situation might be familiar to some of you.

I have been working in the banking industry for few years now, with various positions from developer to trader. For several strong reasons, I am seriously considering moving to 'data science' (or put your favorite name here), and preferably in a non-financial company.

On university side, M.S. in the US and UK does not seem to be designed for professionals. They are asking for top tier GPA scores, very high GRE, lots of recommendation, etc. I am not sure how working experience is valued here. I did not consider online learning yet though, as I don't know how much credit companies give to it. On job side, without any working experience in the field and/or a relevant BS/MS, application on data science offers looks quite unrealistic.

Does anyone has been stuck here before and successfully manage the transition?