Financially it's a ridiculous thing to do. Your chances of a job (other than instucting) once you qualifiy will be minimal.
On the other hand. If you can afford to take the risk and it's in your blood, then I suppose it's something that you'll have to do or spend the rest of your life regretting it.
I agree with previous posters here, though. Keep the day job (it pays the bills) and do the training for fun.