syllogism (spaCy author):
I think it's probably a bad strategy to try to be the "NLP guy" to potential employers. You'd do much better off being a software engineer on a project with people with ML or NLP expertise.

NLP projects fail a lot. If you line up a job as a company's first NLP person, you'll probably be setting yourself up for failure. You'll get handed an idea that can't work, you won't know enough about how to push back to change it into something that might, etc. After the project fails, you might get a chance to fail at a second one, but maybe not a third. This isn't a great way to move into any new field.

I think a cunning plan would be to angle to be the person who "productionises" models.
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Basically, don't just work on having more powerful solutions. Make sure you've tried hard to have easier problems as well --- that part tends to be higher leverage.

https://news.ycombinator.com/item?id=14008752
https://news.ycombinator.com/item?id=12916498
https://algorithmia.com/blog/introduction-natural-language-processing-nlp

https://news.ycombinator.com/item?id=21430321
https://www.reddit.com/r/programming/comments/8j0gz3/build_your_own_x/

recommended multiple times by HN: https://pinboard.in/u:nhaliday/b:3232e424b9d9

Ask HN: Best way to learn HTML and CSS for web design?: https://news.ycombinator.com/item?id=11048409
Ask HN: How to learn design as a hacker?: https://news.ycombinator.com/item?id=8182084

Ask HN: How to learn front-end beyond the basics?: https://news.ycombinator.com/item?id=19468043
Ask HN: What is the best JavaScript stack for a beginner to learn?: https://news.ycombinator.com/item?id=8780385
Free resources for learning full-stack web development: https://news.ycombinator.com/item?id=13890114

Ask HN: What is essential reading for learning modern web development?: https://news.ycombinator.com/item?id=14888251
Ask HN: A Syllabus for Modern Web Development?: https://news.ycombinator.com/item?id=2184645

Ask HN: Modern day web development for someone who last did it 15 years ago: https://news.ycombinator.com/item?id=20656411

old problem sets

https://ioinformatics.org/page/syllabus/12

recommends the Elements of Statistical Learning (ESL) book

A brief philosophical discussion:
Measure theory, as much as any branch of mathematics, is an area where it is important to be acquainted with the basic notions and statements, but not desperately important to be acquainted with the detailed proofs, which are often rather unilluminating. One should always have in a mind a place where one could go and look if one ever did need to understand a proof: for me, that place is Rudin’s Real and Complex Analysis (Rudin’s “red book”).

notable link: http://smile.amazon.com/gp/richpub/listmania/byauthor/A3JZQYJIEJ9QYK/