One should probably obtain an MS in physics, and perhaps computational physics. I knew physis majors who went into industry (energy, electrical/electronics, aerospace, . . . ) after their BS degree, and they basically did programming of various kinds.
An MS degree provides more experience than BS, and particularly with respect to doing research, usually under the guidance of one's faculty advisor, who in theory is familiar with the latest research, and who may have contacts industry.
There are companies like ANSYS (
http://www.ansys.com/, http://www.ansys.com/About+ANSYS ), which specialize in computational physics, e.g., FEA.
Others are Dassault (
http://www.3ds.com/), which bought HKS and the ABAQUS FEA system -
http://www.3ds.com/products/simulia/portfolio/abaqus/latest-release/
and COMSOL (
http://www.comsol.com/)
I'd recommend browsing the webistes, reviewing the technology and also noting the industries and companies which use the software.
There are jobs in development of such software, as well as applying the software, either at the developers or users.