In many respects it's the same as any field of programming: apply for jobs with game development companies; if they reject you, ask what you should improve before you apply again.
In terms of skills, it really depends a lot on what job you're applying for. Firstly, you say you want a game programming job. Be aware that game programming and game design are not the same thing: the game designer(s) might not do any programming, and the game programmer(s) might not get any input into the design.
In larger games the roles are much more specialised. A large RPG, since you mention that as a possible area, will have a small team working on the engine and a larger team working on quests. The quest development may well be in a domain-specific language, so specific language skills would be acquired on the job. These roles are likely to have a fairly large design component, so companies may look for story-telling ability in addition to general programming ability and understanding of algorithms.
Other large games may have dedicated roles for physics (PhD in physics or maths generally required), AI, graphics (e.g. there might be some people who only write shaders), audio, networking, testing (i.e. writing scripts, not playing), etc. Decide what areas might interest you, look at job postings in those areas, and consider how you might demonstrate your interest and skill. This kind of company is unlikely to be impressed with a Sokoban clone, but if you're interesting in shader dev then having a demo-scene portfolio could impress them.
Finally, I can't let the comments on work-life balance go past uncommented upon. There's more to the world than EA, or even than the USA. In my five years in the games industry I worked 40-hour weeks, solved interesting problems, took home a living wage, and published some fun games.