Transitioning from law to PE

I'm a junior associate at a large law firm doing almost exclusively PE M&A. I've learned quickly that I'd prefer to be on the deal/PE side, rather than the legal side. Is this even a possible jump to make? I enrolled myself in a accounting/finance/modeling course that a friend in I-banking recommended.

What else do I need to be doing to try to make this transition? Can I target associate positions or is that too ambitious?

FWIW, I'm in a smaller market, so I would be targeting smaller funds. On the legal side, I work on a mix of middle market deals, as well as much larger deals over $1B (not sure how much that affects this calculus if at all).

Thanks in advance for any and all guidance.

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