Government Employee Want to get into Finance

Greetings all, I've been lurking for a long time.

About me: I work for a well-known three letter agency, my job has allowed me to travel a lot, do some cool things and learn about some very unique topics.

That said, I'm growing increasingly disillusioned with staying in the government because there remain a significant number of my colleagues who fulfill the stereotype of paper pushers who sit around and do nothing while getting paid. I want to move into a field where my analytic talents and critical thinking skills can provide a more fulfilling and lucrative career for my work ethic.

I'm in my early thirties and have two kids, so the responsibilities I have as a family man always lead me to doubt making a change in my career.

Still, I'm hoping to learn from you all what I can do to move into a finance career with my atypical but unique (I hope) background. Should I pursue an MBA or just start applying to entry-level positions? Can work as an analyst on policy matters transfer to finances? I do not have an econ or finance background, but I did attend an Ivy League school and know some pretty critical languages.

Any insight is greatly appreciated.