Trying to transition from a think tank...I need help.

I currently work as a researcher on Africa at a major U.S. think tank, where I have had to cover development and economics in emerging and frontier markets (esp. Nigeria, South Africa, Kenya, and Tanzania). I am trying to transition to a career in finance and I am particularly interested in capital markets, forex, and bond trading. I'm willing to start at the bottom, but would like to focus on emerging markets, especially in sub-Saharan Africa. I would really appreciate some advice on how I could possibly make the transition, and what kind of positions would be most suitable.