Unless you are exceptional enough to become somewhat well-known in the field, yes. It's not about ability and whether you can learn the material - you just won't even be invited for an interview if they have a whole line of PhDs (and MS's) waiting. The only hope would be to have people try to recruit you, which would mean that you're well-known, maybe through publishing high-profile open source libraries, dominating numerous Kaggle competitions, etc.