Some generic advice.
Imagine yourself in the role of your potential employer (e.g. a hedge fund manager). Which uncommon skills would you be looking for in applicants?
Re programming -- have a project. Have multiple projects. Throw code onto GitHub. Demonstrate your ability to construct and debug a working piece of software that does something useful. If you want to be employed as a coder, the first question will be "Show me what you did".
Re finance -- acquire experience with real financial markets (as in, not models from academic literature). Pick an area, learn it. Paper trade or even better, live trade with whatever amount of money you can afford to lose. Figure out market frictions, figure out risk management. Get acquainted with all the ways in which real markets are different from theoretical ones. Get your hands dirty.
I'm a theoretical physics (quantum computing) grad student. I really like what I do, and would like to continue doing it for a long time.
But I'm aware that the job market in academia for freshly minted physics PhDs is not spectacular. For personal reasons, I may not be able to go through the post-doc treadmill and I might want to make good money. Thus: programming & finance. I currently lean towards programming.
I thought LW is a good place to ask for advice related to this.
Current skills: Good at math, definitely not "gifted". I know C++, and some Python; neither inside out. I don't know specific techniques to design good algorithms for problems. For example, I tried my hand a few times at programming contests (including those at small scales) and got my ass handed to me. I've only taken basic college courses in programming.
I'm not very aware of the skills tested in quant interviews. I'm sure googling and talking to a few people will fix this, but please feel free to add your thoughts.
I have about a couple of years left till I graduate, so I can do this properly: What is the best way to make sure that when I graduate I can easily take a job in software or finance after the PhD? Looking for the most bang-for-the-buck (the buck here being time and money) way to do this.
Also, I may have blinders on. Are there other well-paying jobs out there for physics PhDs? I'm not an American citizen, so many of the government/government-funded lab jobs are out of the question.
Thanks in advance.
Some resources I've identified:
1. USACO training gateway.
2. SICP. (How much is it worth going through this?)
3. Cracking the Coding Interview.