Financial Industry (B.S. Engineering, no Grad...yet)

Is anyone aware of someone who has made a transition into the finanical industry from a completely different, un-related industry (Specifically non-comp sci/computer engineering)? When I say financial industry I mean pretty much within any arena (IB, PE, VC, HF, front/middle/back office, etc.).

I am currently a Mechanical Engineer (3 yrs experience) interested in making such a transition. I am looking into the idea of pursuing an MBA, but was wondering if it was possible/likely prior to obtaining an advanced degree.

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