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Networking is your best bet. Start having coffee chats with people in groups you’re interested in. Let them know you’re exploring the next step in your career.
Second. Also try to find people who have followed a similar career path. They can provide feedback and might be more inclined to help.
Could apply. A lot of them will want capital markets experience and could pivot to pnl type middle office role
Start making those connections and try to find your 'in'. I wouldn't go so far as to get your MBA just to move to middle office. You can do that a lot easier just by networking.
Are you going for a lateral switch? Have you talked to your manager about this? Maybe she/he can help you out.
I've seen this dilemma pop up here quite a lot. I think the consensus has generally been that you need to network quite a bit to make that happen...an MBA could fast track the process but you have to be strategic about where you're getting it from for it to really count