Transition to Finance with CFA(Charted Financial yst). How true ?

Being an recent Engineering Major and liking have inhibited me from exploring the Financial boom. I do like to diversify my knowledge in this field. I think CFA being a self-learnt program fits bests. Here I can put in the required hours, with my job on and may be switch career stream if I like. Whats your take, is there any other better source/solution available ?