I am currently a Project Engineer with a Mechanical Engineering degree working in the Oil and Gas industry. I am hoping to transition into becoming a Artificial Intelligence researcher. How do you think is the best way to achieve this? Do I need to spend a few more years taking another degree for it?
Artificial Intelligence Mechanical Engineering

When you have time, drop by Malaysia's largest AI meetup, which is in KL - https://www.meetup.com/Kuala-Lumpur-Artificial-Intelligence-Meetup/

Otherwise, start learning to program software, learning the basics of writing software, databases, the use of programming languages such as Javascript and Python.

If you can commit to learning online, you can start with these courses - https://www.udacity.com/course/ai-artificial-intelligence-nanodegree--nd898

Key value of AI solutions is in its application - once you have figured out some basics, start applying to solve things that you care about until you've built up experience to solve other problems. Drop by the meetup when its in session to have a chat.

There is no overnight you could achieve that. You may need take months or years to be transition your role into that. However, you need to be discipline enough to achieve your goal such as contribute your learning time every week at least 20 hours into the particular area. For instance, spend time to read article from other researcher, attend webinar, seminar, workshop. On the job training, or hand dirty to try yourself whatever you are free without interrupt your actual role. Most importantly you have to be passionate into that area. Learning especially in data science/AI definitely is a long journey and have to be enjoy the process you decide to enroll this challenging path. Of course Master/PHD will definitely help to strengthen your knowledge and domain especially research skills which is one of the important skill in this journey.