I also recommend going for it. Very nice to have such an exciting quant/trading role at your age, give it everything you've got. I'm a couple years older (27) and still trying to break in, wasted too much time on the consulting side after undergrad, now it's nearly impossible to get on a desk. Heading back for my MFE next, as it's essentially a prerequisite these days (seems most quant trading rolls head to PhD's though..).
What's your degree background if you don't mind me asking?