Data science as a way out of academia
The most accessible job to a typical physicist cum programmer goes by the job title Data Scientist. It's also one of the more high paying jobs in technology. Probably the best way to describe the job is 'be the programmer who understands regression and confidence intervals'.Nowadays, businesses generate a lot of data. A single user browsing a website can generate 20-30 data points in a few minutes - click data, scroll data, pause data (the user paused to look at something), etc. The job of the data scientist is to look for patterns in this data and come up with useful ways of explaining it to technical and non-technical people. For example, at Styloot, I analyzed data to determine which properties of a dress are considered important by women (and used this to build a search engine for clothing).To do this job you need to be a good programmer. You also need some basic statistics and machine learning skills. The classic introduction to machine learning is Pattern Recognition and Machine Learning, by Bishop. A basic intro to statistics is Data Analysis: A Bayesian Tutorial by Sivia and Skilling, a more advanced intro is Bayesian Data Analysis by Gelman. Of course, whatever you used in grad school is probably also sufficient.