From BIG4 Audit to Equity/Credit Research -> how to break in

Has anyone here made the move from Big 4 audit into Credit Research or Equity Research? It is a common path, but I believe not everyone manages to walk to the end. I’d really appreciate hearing about your experience, how you prepared, networked, timelines, what worked, and what you wish you’d done differently.

A bit about me:
Soon to be ACA qualified
3 years at one of the Big 4 in the UK
Finance degree from a UK target university
No Masters/MBA

This all started when I was headhunted for a CR role. I’m pretty sure I bombed the interview, but the process pushed me to do a lot more research into the industry. The more I looked into it, the more I realised I actually have a strong interest in the work and could genuinely see myself pursuing it.

Any advice, war stories or brutally honest takes would be hugely appreciated!