[MogwaiAllOnYou]

I have just made this move in my current workplace.

I wanted to do it for the same reasons as you, I enjoy building stuff, and I am of the opinion that data science without engineering is pretty useless as nothing written has the trust of dev teams which is needed for them to plug things into your ML models/pipelines. Some will argue that DS's can do this with dashboards etc, but in my experience they always seem to be made and not used.

In my case, having sat with software eng teams throughout my (short) career, I ended up picking up conversations and challenges they faced as asked questions about technologies and methods they used. I'd go home and look stuff up - enough to understand benefits and disadvantages of things.

Like you, getting to grips with CI/CD, APIs etc etc I had done in past DS projects.

On the money side, I have stayed exactly the same as I was before changing, but obviously ymmv