The great part about where you're coming from is that you might already have a great sense about how the 'real world' works. I'm sure you've done some form of research before - however, the process of getting through a PhD program makes you work harder to understand what you think you know - and hones your ability to create new academic value.
Although a Master's in stats does prove useful, you're generally rehashing the same old techniques. You seem like you wanted more creativity in your job. I feel like value begets value - the academic value you create because you're curious can, if leveraged properly, become a company for you.
I'm sure you already knew all this - but regardless if you're thinking of doing a program, why not consider doing the PhD program? Just make sure to get the Master's on the way, and you haven't lost any time - you were going to do the Master's, anyways. In that time, you'll get a lot of research done and find more opportunities. Furthermore, you'll probably find it easier to be paid - most schools are better funded for PhD candidates than Master's candidates. Why not take a 'free' degree, then, if you're going to put in the time?
Quite honestly - the stuff you're doing is specialized, to some extent, but you can also link it to other imaging modalities. I presume you're correlating 'what am I thinking' to 'what do we see on fMRI?' - it's a classic multidimensional problem with a ton of potential solutions and a crazy number of permutations to handle. That's already some pretty useful stuff - you can take it, rinse, and reuse in another format - say, EEG, or applying new diagnostic fusion modalities to diagnosing various diseases automagically. Things appear different every time in different people - essentially a similar problem.
In addition, you've got a huge area for HCI (human computer interaction). Jobs already has a ton of people contemplating moving to the tablet for everyday usage. What if we end up going a step further to wearable computing - how will we have interfaces? Turn your stuff slick and sexy, and you've got a huge potential market.
You're landing a great research job in a great university. You're on Hacker News - wouldn't you consider starting your own company with all the crazy stuff you've discovered?