A bachelors in math or physics from a decent school should indicate that you have the capacity to learn difficult concepts, work with data, and you should have some experience with programming.
I have mentored math and physics students for six years now and even the good ones are having an increasingly hard time finding employment, and not for lack of trying. It's not uncommon to hear of seniors sending, say, 100 applications only to get ghosted on 99 of them.