Hi guys, So I'm an undergrad, planning on going to graduate school in (probably) some form of theoretical physics (particle or cmt, not sure yet). Recently I watched a video of an interview of James Simon and CN Yang (its an interesting video, I recommend it) and at one point James Simon mentioned that before he started his finance company he worked for the government as a code cracker (NSA I believe) where he worked half the time on the code cracking and the other half on his own math research. My question is, is there any set up like that today that you guys know of i.e. a job where you do some work for a company or agency like code cracking or quantitative finance and you are also given time to do your own research? Thanks!