I moved from academia to a data science job, and it wasn't as hard as I thought it would be.
My background: Math PhD from a top school, though my research was very abstract - not really related to machine learning, algorithms, or statistics. I had some coding experience in undergrad but none in grad school.
My path: I did the Insight Data Science bootcamp (http://insightdatascience.com/), which was very effective for me.
There are really two things I got out of the bootcamp that made it effective:
1) Connections
2) Impressive project(s) to show off & get your foot in the door.
You may be able to do these things without the help of a bootcamp, and I think especially if you're more interested in coding, there are a ton of good bootcamps that can provide you with the connections and last little bit of training to land a good job.