I think he's saying that he's formally trained as a mathematician, but not so much as an economist or physicist. I suppose he could still be considered a self taught economist / physicist.
it's a well-constructed (i got it) & well-executed joke (it got me).
He doesn't consider himself a physicist either.[1]
[1] https://youtu.be/2wq9x2QcZN0?t=2025 At 33:45 of the podcast after he gives the kinetic-potential energy analogy to describe his distrust of Pinker's optimism.