I was in the very same situation just about a year ago. Working on the final things of my PhD (in communications engineering), I realized that now is the time to consider doing something entirely different. Being part of BitShares and other blockchain ecosystems for years already at that time, I decided for myself to give it a try. It seems to be working out quite ok so far.
In the end, the both of us still have a nice backup plan :)
It's really huge motivation to know that the great Fabian having the same situation ;). I don't know how it will work out in the future, but at least for now I'm feeling like a free man.
Many thanks for your comment, @xeroc.