magfrump comments on Grad Student Advice Repository - Less Wrong
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This is what I see as one of the major weaknesses of doing a PhD in math, I don't find myself able to network with many people in industry. I do know some people from undergrad though so maybe I will look into that.
Like I said, they don't need to know your domain expertise to know you're capable and sane. My personal connections were people I'd met through Less Wrong meetups, board game nights, and swing dancing in the Bay Area.