Exit options for a MTF Regulator

Currently a junior regulator at a global Stock Exchange.

Strong academics (Russel Group LLB) although no professional qualifications. However, I am pursuing the internal CFA® 
program, given the supervisory nature of my role.

Majority of my work is fairly simple and broad. This includes everything relevant to running an MTF; supervision of trading (via terminal), IPO DD, advising financiers on transactions, macro and thematic work and supervision of the CF firms itself.

As the only junior, I have been promoted fairly quickly and accordingly expect my salary to stagnate for a while (to put it into perspective; I am in my early 20's earning c.£50k exl bonus).

I would like to move towards an advisory or a capital markets consulting role. Any tips (be it education/exp) on making an exit is appreciated.

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