Being direct with boss about moving to FO

I work at a large HF (100-200 ppl, >15bn AUM) in the MO and am less then 2 years out of UG (non target / still well known name) . I took this job after not being able to to get FO offers in banks, even with quality internships, with the hopes of either moving internally or externally after getting the funds name on my resume and passing CFA level 1.

I've dropped hints to senior management about wanting as much work as possible and leaning about all aspects of the firm and have been able to get small projects here and there. I am looking to hear opinions about game plans of internal mobility as I'm not sure I am being direct enough with my bosses. I feel like if I am extremely direct and tell my boss, the CFO, that I want to transition into a research analyst role, he can give me more color on the possibility. And I can start applying else where if he shuts the door in my face. Is it stupid to be that direct? Even if I phrase it with the classic BS of how much I like what I'm doing now but see myself in a research role long term, I'm worried it might get taken the wrong way and give them the impression if I don't like his answer I'm going to leave (which may or may not be true). Any input is much appreciated! Thx.