Business Development exit opps

Forgive me if this has been covered in a previous topic, I'm relatively new to the site. Anyway, I'm doing corporate lending and studying for CFA level 1, then hopefully level 2 in June. While I enjoy finance, I'd ultimately like to be doing strategic management, preferably business development/growth for one and eventually multiple start-ups.

There are two basic career paths I've identified after I put in another year or so in banking and hopefully have some CFA progress back it up:
1) Get a jack-of-all-trades marketing/finance/sales job at a start-up.
2) Go into VC or boutique PE

Has anyone else had experience transitioning into a hybrid finance/entrepreneurial role, from which they would like to share?