Evelyn (Evie) Stevens didn't fall in love with biking as a kid. She was athletic and enjoyed sports. But racing two wheelers? That was her sister Angela's territory.
"She's always been a cycling enthusiast." Stevens told CNBC. "I never understood what she was so into when she talked about these cycling races."
Stevens, a Massachusetts native who played tennis at Dartmouth, humored her sister and brother-in-law by joining them on a cyclo-cross race in San Francisco in the fall of 2007. She was 24 years old and had never competed in cycling before. She didn't win a medal but she did embrace her sister's passion for the sport.
Read MoreStarting a business that runs in their blood
About a month after returning home to New York City, Stevens bought herself a bike. Still she wasn't exactly on the fast track to becoming a professional cyclist. "In the beginning, I was so nervous to ride it outside that I just had my purses, my clothing hanging on it," Stevens said.
Plus, her job on Wall Street didn't leave her much time to pedal around town. She was working at investment fund Gleacher Mezzanine having left Lehman Brothers shortly before the firm filed for bankruptcy. It was 2008 and the entire financial industry was spiraling out of control. That's when Stevens made the wise decision to start riding that bike. "And then I was kind of hooked," Stevens said. "I started racing all summer."
And she started winning—small purses at first, like $60 in cash-- nothing compared to her Wall Street salary. But she had been saving all of her bonuses from work and was now stashing the additional cash in a special place. "I kept all my prize money in its envelopes in my underwear drawer," Stevens explained. "I don't know why," she said with a laugh. "I had like $2,000."
In 2009, she decided she had enough money to put her financial career on hold— just for a year, she thought—to see if she could make it as a professional cyclist. Just before that, she'd found a mentor in 1984 Olympic gold medal cyclist, Connie Carpenter-Phinney. She moved out of her apartment and started training more seriously to improve her technique and riding etiquette. That was six years and countless medals ago. Since then, she's ridden on top teams like HTC Columbia Women and Team Specialized-lululemon.
Read MoreLeaving the work desk to build her own
She is currently a member of the Boels-Dolmans cycling team with aspirations of winning the World Championships and 2016 Olympics. After that, she says she'll probably return to something in finance.
"I'm 32 now. I've been in it for a while," Stevens said quickly adding, "I think I've left the cube."
Top 5 take aways from Evie Steven's careerchange
- Be adventurous – you might discover a hidden talent
- Test your ability in a new passion before leaving a paying gig
- Check your finances – make sure you can afford to live on less, at least for a while
- Be prepared to play catch up and learn as much as you can as quickly as you can
- Consider a career that is perfect for you now even though it might not be long term