In order to do Executive Protection in TN, you only need to be certified as a Private Security Officer. However, there are few companies who do EP in the state. Those companies who do EP, however, are very particular about who they hire and how much they pay. If you want to make good money, working for a good company, you'll want to have some form of documented, civilian EP training, from a reputable school. If you've done EP while in the military and can provide documentation that you've attended proper training, some companies may accept that documentation.
When I ETS'd, I worked doing Private Security / EP for awhile. I worked for one of the better companies in Nashville, who also were one of the better paying companies (funny how those two go together). Since I didn't have any formal EP training, I didn't recieve the appropriate money when I did do EP details. The money was still decent, but I didn't find out until after my first detail that I wouldn't be getting paid the EP detail rate. Instead, I was paid at the regular armed guard rate. Formally trained guys were paid $20 per hour for EP work, while the armed guard rate was $12/hr.
There are a number of schools which teach EP courses. However, they require a significant expense in both time and money. Most are 5 to 10 day classes, costing in excess of $2,000 plus hotels, travel, meals, and ammo. The better schools teach not only firearms proficiency (in fact, that's a small portion of the curriculum), but also driving techniques, threat assessment, unarmed combatives, and pre-mission planning. That's a lot of info to cram into one or two weeks, so don't expect to cover anything more than the basics of each.
Good luck getting into the field.
Frank