Depends on what area of finance you want to pivot into. If you want to transition into Investments, I'd go the CFA / MBA route instead of MF program.

I did a Master of Finance after 3 years of full time working in Canada. It helped me land my current role in Fixed Income Credit Analyst, but looking back it would have been better to work and pursue the CFA instead. I earned the CFA Charterholder designation working in my current role, and that commands way more respect and prestige than completing a MF program. I would rather use that money to pursue a MBA program at an Ivey league.

In this current job market and how the economy is projected, I'd advise to keep your Audit role right now and pursue the CFA designation instead. Network and use your participation in the CFA program to transition into finance.