In the last two months I've been looking for a job in finance. Some of the roles are very mathematical and analytical, so I could apply the skills I picked up in my physics and maths degrees and my physics research.
Unfortunately it's is a bad year for finance employment due to the credit crunch (not quite as bad in Australia as in the US and Europe but still pretty bad). I sent my CV around to most of the banks, investment banks and funds managers in Australia and while I had a few interviews I didn't receive any offers. I'm suspending my job search for the moment and will start a part-time master's degree at UTS (University of Technology, Sydney) in July. I'll start looking through the job ads and sending in applications again towards the end of the year, when the hiring environment may have improved and when my CV will be strengthened by the first few courses of the master's degree.
I'll try to find full time work for the next six months, although I'm not sure what form that will take. It would have to be something that lets me focus on my study, but hopefully has some relevance to a quantitative finance job.