How to get a job as data scientist having majored in Stats / Math / CS / Physics

Congratulations, you are the perfect candidate!

Probably you can't wait to go out there and do something. You have so many things you want to try, so many ideas for machine learning, modeling and AI.

Wait a minute, just to prepare you for reality. I say this once and for all.

70 % of any data science job, whatever it is called, will consist of cleaning data and getting it out of the database. I am serious. Pretty much anyone I have met during my career whatever type of business they came from, be they high frequency trading researchers or just the normal boring business analysts, spend at least 70 % of their day just getting the data in a workable condition.

Then when you have done this most answers will be obvious and with little need for any more advanced modeling than watching a chart or two.

Even where you will make something advanced, say a realtime classifier, you will probably just go with the simplest model. The reason for that is that in in general a more advanced model do not improve results enough, the better way to improve it most often to get better data.

So back to data cleaning you go again....