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.
[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.