Growing in Data Science and ML field

I recently started working as a Data Analyst after my undergraduate in Engineering. My work concerns mostly building, testing and tracking ML models for Finance Industry (usually classic ML and not Deep Learning).

I wanted to hear from people who have been in this field for some time. How does one grow themselves in this field of work. Had a few specific questions but would love to hear if you have anything more to tell.

1. Where are the high paying and interesting jobs? Big Banks, Software MNCs, or Startups? Which of these should I target to reach to get interesting (preferably advanced ML) work and pay?
2. Is learning new concepts and building personal projects a good way to learn and demonstrate my abilities or is there a better way to develop and present my skills?
3. Is an MS from foreign universities extremely important for good growth in career?
4. Should I try switching to SDE role? (I don't have big preference for either SDE or ML, I just happened to land a ML job)