Occasionally, I get contacted by academics who are interested in leaving academia, to take glamorous jobs in the corporate world. I usually don't get the machine learning or computer-science types, since they are snapped up by tech firms faster than universities can train them. I get sociologists, who are more like me - ethnography, organizations, work, technology, culture.
I find myself giving similar advice to these students, so let me try to get this down.
- Hire a career coach, it's going to cost you at least several hundred, and sometimes as much as a couple thousand dollars! I worked with Ann Browning, and she is 100% boss! There are three reasons to do this. First, academic job searches are different than corporate ones. And you are almost certainly doing your job search wrong. You should expect your job search to be something like 50% of your time, with much research and many awkward contacts. Also, the general rule I heard was that you could expect to spend 1 month for every $10k of salary you are hoping for. Second, you need someone external in order to motivate you (and not your partner/spouse/friends). Third, the career coach will help you with resume, interviewing, negotiation, onboarding. All of those things are really hard!
- Expect corporate life to be much faster-paced. No one has time for your inner demons, angst about your deadlines, and how difficult it is to be you. Almost certainly you need to stop trying to get things perfect, and make certain you get things done. What I have found, and this is the good news, is that getting things done faster, surprisingly, does not diminish the quality of what you do.
- Expect a huge amount of uncertainty. It's possible, maybe even likely, that you will work on lots more diverse things in corporate worlds. And you simply have to be willing to, say, move groups or projects, quickly. In my industry, it's pretty much at-will employment, and that's the inverse of academic tenure. Practically speaking, it means that the gilded cage is likely to be more about money-you-can't-leave than job-security-you-can't-leave.
- Outside academia, you need to own the solution. It's hard to explain this adequately, but your job is unlikely to entail just complaining about a problem. That's graduate school, for the most part, and it's hugely useful to live critically in the world! But it's not sufficient. In my job, this manifests weirdly: people here never use the word 'problem,' but instead they use the word 'challenge.' That feels creepy sometimes. But it's indicative of a worldview - don't just identify a problem, propose a solution.
- Expect for the near future, and possibly beyond, that your job is going to an idiosyncratic one. Finding it will be lucky, getting it will be lucky, being successful at it will be lucky. One downside of the relentless social science (minus economics) focus on academic job outcomes, is that there is a constrained ecosystem for non-academic positions. You won't find a "staff sociologist" job. They don't exist. So be brave, fight through the anomie, expect that it will be that way until it's no longer unusual to have social science PhD's doing corporate work.
- Leaving academia for industry is a divorce, not a revolving door. At least it's been for me. Maybe over time this will change? Right now, I'm 95% industry stuff, and maybe 5% academic stuff. Again, maybe this will change.
Finally, your people are already out there, you just don't know it. Try looking at CSCW (and give me a shout if you're in Portland!). Look at EPIC. Talk to UX (that's user experience) people, talk to UX researchers in particular. Look into Microsoft Research (and their academic adjacency, Data & Society Institute, ReD, and Stripe Partners. Your people are out there, it's a matter of connecting with them!
Hopefully that is enough to get you started, and going. And please let me know if I can help!