You could also supplement your learning by doing a couple of standard industry certifications related to security, although I do not know how relevant something like CISSP would be in quant finance environments, it would give you a little bit of background, especially if you haven't been interested previously. This and other similar courses also give you a considerable foot in the door at certain environments requiring security clearances.
I agree with the rest of the comments that a github profile (even contributing to interesting projects you didn't create yourself) outclasses a CV, I'll post a video by Continuum Analytics about why python is getting so strong in science in analytics, but can't seem to find right search criteria, right now.
You could also supplement your learning by doing a couple of standard industry certifications ...
Honestly I think this actually does more harm than good unless you actually need it for your job.
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.