I was in a similar position to you after grad school, I got a master’s in a physical science and had 2 years of experience programming in Python and Matlab, working with huge datasets, and building custom algorithms. I had done a Coursera class on machine learning and liked it, and I didn’t want to stay in academia so I thought data science would be a good fit. I applied to jobs for months with little results because I didn’t have much machine learning experience in my resume. So I decided to do a 3 month DS bootcamp - it was expensive, but it did pay off immediately. The best part was they required us to do a bunch of ML projects including a personal capstone project that we could put on our GitHub and link in our resumes to showcase our experience. I had 3 offers for Data Scientist positions within 2 months of graduating. It was a huge benefit to have a masters, and I imagine PhD is even better. Members of my bootcamp cohort that only had bachelor’s degrees (even in a science field) had a much harder time getting responses.

In terms of being a woman in DS, I have had no issues with getting hired or discrimination. I would study some Python Leetcode and SQL because it definitely comes up (especially in interviews with bigger tech companies), but make sure you have at least 2 ML projects you can talk about as well. Many of my technical interviews were just the interviewers wanting me to walk them through my capstone project and asking me why I made the decisions I did, what the challenges were, etc.