The biggest problem I would have with "going pro" is not the financial burden, or lack of qualifications, but the fact I work in the finance sector.

If I went pro for 2 or 3 years and then had to fall back on my qualifications, it wouldnt look so good when my prospective employer looks at my C.V and says "what have you been doing for the past 3 years?" and I say "playing poker".