Modern finance offers numerous opportunities for those with advanced training in the natural sciences and mathematics: I found one such opportunity myself in 2010 and left academia for finance. Unfortunately it can be difficult to obtain reliable information about how to make the transition and what to expect on the other side. In my talk, I will draw from my own experiences and those of my colleagues to give you a sense of life in the quantitative financial world. I will survey the different sectors of the financial industry, the firms that inhabit them, the structure of financial markets, and asset categories. I will describe how to prepare for interviews and what to expect during the interview process, the skills that are generally required on the job, and a typical workday. Career transitions are deeply personal decisions, so I will talk about ethical issues and some points to ponder if you find yourself considering a move to finance.