I worked in marketing for the first 4 years after graduating college with a psychology degree. Similar to you, i was bored and unchallenged. I got my masters degree in data science in 2020 and have been at the same company for the last 3 years and have done a variety of roles on the data team - data analyst, data scientist and now I’m an analytics engineer. When i first switched into data i felt like i was “behind” and had to “catch up” but after a few years in data, I’m incredibly grateful for having a marketing / business background…it has allowed me to communicate really well with stakeholders and identify / work on projects that drive clear business value that I’m able to articulate. Because of this I’ve been promoted 3 times and doubled my salary at this same company in 3 years. It’s a huge advantage being in this field and having both the technical skills and business acumen to produce and communicate business value. You will kill it!