I recommend that you consider getting an MBA from a top-tier school as I did that and landed a job offer with a hedge fund. Alternatively, if you have an amazing network, you might be able to make the transition without an MBA. You could also try to land an internship with a hedge fund, but it is relatively tough if you have no banking or consulting background, and you might have to work without pay during the internship.

Or you could take the long route and try to get a job in investment banking or closely related fields, that will ease the transition as hedge funds also hire heavily from the investment banking and equity/credit research industry.