I have been working as a Software Engineer for sometime. I did masters @stfX and my interest started to incline towards ML, DS and Stats. I want to transition into the role of a Quantitative Developer, 1. Because comp is great, 2. I read online that's what they do is work with DS, Algos, Cpp etc. Or is the grass really green on the other side? 

Any suggestions on where or how to transition? Should I start out from a junior role or apply for qd position in investment banks? 

Current situation: A naturalised Canadian Citizen, was an immigrant originally from East Asia, living in NS at the moment. Supporting my siblings school tuition and paying off my own student loans.