Research analyst can be very vague and vast. While you are a research analyst, research and learn python. Start working on projects and start building small products. Try embedding the responsibilities of python developer in your research analyst job(push yourself). Once you are confident go ahead and give an interview a shot. That's when you can show the interviewer the projects you've worked on.
The best way to impress the interviewer is to show the skills that are needed as a python developer which you've developed in your current job.