I completed the first year of grad school in physics and then contemplated returning to get the master's or just drop out. I had some prior experience using C++ and C# and was getting interviews for C# developer roles, but could not pass technical interviews since I failed questions on data structures/algorithms, knowing abstract classes/interfaces, etc. Since I was more interested in getting a job as a data scientist or quant or some role using more math than software engineering, I was told that I was better off finishing the master's in physics than switching to stats This past year I took courses in numerical linear algebra, Bayesian statistical methods, and using Matlab for numerical methods. I did my master's thesis on a computational physics project using C++ and unix/linux. After months of applying, I still can't get an offer for a software engineer, quant, or data scientist role. I've been told that because I lack work experience and experience working on large data sets, I'm not qualified for data scientist roles. I also haven't been able to pass the coding tests for software engineer roles. I feel like I was better off spending this past year just studying C# coding problems and getting a C# developer role than completing the Master's. Am I right? Is there anything I can do to get a data scientist role other than just working on problems on kaggle?