[hdkmraf]

Don't, just don't.

I moved from algorithmic optimisation and old fashioned stats and computer science into data science, I was mostly shoehorned into it back when it wasn't hot.

The money is ok, but the problems you solve tend to be extremely inane and unfulfilling, mostly having to do with clicks, products, and how to divert people's attention to generate revenue. Sometimes I really feel I am just contributing to the evil of the world.

There is an emerging market for data science into energy, one of the few industries where you can do some good. I have been trying to move into it but seems DS is extremely tied to web and finance...

I would stay in physics if I was you, it is an intrinsically beautiful science along with mathematics.

Disclaimer: I will leave the field soon and dedicate myself to bug farming, among other projects.