There are typically many fewer management and director level roles than there are individual contributor and/or manager roles. For that reason, you should look for hands-on roles where you can ‘get your foot in the door’ and learn how corporate security works. You will find it is different than law enforcement. Policing does not equal corporate security so any employer will need to know that you understand the difference. Your Master’s program should help you make that argument. Highlight relevant course work in your resume and see if your professors can give you practical advice and make introductions within their private sector networks.
As you think about your transferable skills, emphasize your project, people and budgetary management experience, as well as your broad investigative experience. Be sure to stress that you do not need to be the boss; that you just want to contribute to the mission of corporate security by protecting people, operations, reputations, and assets.