The key to moving into any industry is bieng able to fit in a related to the customers. For exmaple, you need to understand what derivatives are and how to calculate them. This doesn't mean you need to be able to apply the Black-Scholes formula off the top of your head, but you do need to understand the theory, such that if I explained some deriviative and then talked about how the underlying security moved and how interest rates moved,
you should have some clue as to how this would effect the derivative price.
I would start by reading some econ and finance books. Then look up the systems and technologies commonly used. You'll be better able to understand them once you have the basic language as a toolset.
--Mark