[Bahamut]

Software development is a pretty safe job these days - I would even dare say more attractive IMO. I would even say that getting a good software engineering job isn't all that difficult - getting a first position in anything is difficult anywhere regardless, and software development doesn't care about your degrees. The only thing employers really care about is whether you can write code with the capacity of improving to the point where you can write good code.

I've been in a somewhat similar situation, although later in my life (left a top 15 math grad program, unsure about what to transition into). If you want to get into software development, just start learning it! It doesn't matter if you're not initially at the top - you should have confidence in your ability to learn quick, and your solid logic/problem solving skills, which are musts in software engineering.

You have a massive advantage over me - I deferred answering this question until I left my PhD program, and took about 1 1/2 years to answer it fully. Less than a year of working in web development, I transitioned from being a junior dev to a senior dev. You can easily set yourself on a faster path since you have time on your side.

Also, keep in mind that there are many companies out there that you likely don't know about. Most companies that recruit from colleges are big. That's not the case most of the time in the real world though - the big companies are just the ones who have the resources to recruit from colleges themselves. The majority are looking locally for talent. Networking is the name of the game, so going to meetup groups (especially meetup.com) for what you're interested in is an easy way to net a payoff in getting interviews, especially if you can sell your credentials to people - if you have to fly to cities & have the $ to do so, it would be well worth the investment.

Just my two cents anyhow.