The title says it all, I want to transition from actuarial science to data science.
My background: I have a BS and MS in pure mathematics, both with high GPA (3.94) and graduation with honors. My areas of study were highly theoretical (Algebraic Geometry), though I took some statistics courses, computer science, and economics as well. I am savvy with R, Python, Sql, etc. Unlike some pure-mathy types I do communicate well and I do well at translating business questions into quantitative problems.
My motivation: I'm not really motivated by money, as most know actuarial science is already fairly high paying. I think I would enjoy a career in data science more than actuarial science. From the research I have done, the skill set and projects in the data science domain seem more intriguing to me. I have always been intrigued by deep learning, machine learning, etc. but since it wasn't directly relevant to my studies in school or my career I have never built a strong background in these areas.
My Attempts: I have sent out some applications for data science positions but haven't had any luck yet. I am located in the Seattle area and being a tech-y city I imagine there are a lot of competitive applicants for any jobs that get posted. I usually get a "thanks but no thanks" response within a week.
The question: How can I make myself more competitive and at least land some interviews. Since I have only worked in actuarial science (3 years experience), my resume and work history are only actuarial (however my last title within the actuarial domain was actually "Actuarial Data Scientist", we were making web applications for insurance clients that let them view models we built for policyholder behaviour and other things of interest.) Most of the job postings request NLP, deep learning, machine learning experience, to which I have little exposure. I have been self-studying with PyTorch. What types of things can I be self-studying to make my skill set more desirable, and how can I communicate these skills through my resume? It seems uncommon to have a resume section titled "things I have learned in my spare time".
Obviously there are loads of things I could be studying and learning, so I scan job postings to try and narrow down the most commonly requested skills. What would be the best things I could start with, and then how could I incorporate these skills into my resume or cover letter?