Machine learning peoples. Tell me about when you got started

Hi everyone. First time posting here. So I'm really into machine learning and all things 'data sciency'. I've got a handful of years working in the public sector doing data analysis/research kind of stuff (nothing like apply ML techniques though). I'm also in grad school part-time in the NYC area, in a non-CS department though the majority of my classes have been CS/Stats related (think ML, algorithms, distributed computing, etc.). My school program is kinda like machine learning for the social sciences. I'm thinking about switching jobs into a company that does more ML kinda of stuff. But when I look at these job posting I see a lot of requirements about pure CS backgrounds, etc. Which is kinda of troubling since I don't have that structured CS training (rather I learn it as I go or when necessary).

For the folks who work in a ML role or at a company as such, does this background matter? Do you look for people with really solid training a CS? Also, what was is like when you started after school? Was the work load completely different than what you saw in school? More difficult, less difficult? Thanks in advance.