The amount of data we generate as a global civilization is growing exponentially. Whatâ€™s more important however, is the fact that storing, accessing and analyzing data is getting cheaper and faster. Organizations all over the world have realized that data is a prized commodity, and many in the industry are scrambling to extract value from their complex data sets. For this endeavor, they need individuals with the right skills and experience, and the quantitative disciplines in Academia are a great source for such individuals. In this talk, I will briefly describe my journey from a Ph.D. in Astronomy to a Data Scientist at Yammer/Microsoft and also share insights from the experiences of others who have made this transition. I will be open to questions people may have on how to make this transition themselves.