[balls2you]

Don't join Silicon Valley. Your skills are more valued and paid for in Finance. Real hard cash not worthless options that may have value in the future.

EDIT: also do not "commoditize" yourself by becoming a web developer or an iPhone/Android developer either. Do the difficult technical stuff, aim for the "non-low-hanging-fruit" and you will make tons of money, esp. in Finance.

[phdp]

I did this, and played up my ability to analyze real world situations when applying for a quant modeling job. A lot of my lab work was empirical modeling, so transitioning from student to my current job wasn't difficult. It also helps to have some background in coding. I did c++/matlab/java in college for lab work and classes. Everyone that is under 35 in my group has a scientific background, ranging from me (MSE in Mechanical Engineering) to PhDs in Chemistry and Physics. Most of my day is spent doing c++ or java development and the rest is R.

[replicant]

I never considered this possibility. Could you recommend some link where I could read about the field and see if I have chance? It is not really what motivates me, but it is worth informing myself before discarding it.