One-hops (1-2 year stint then transition out)
1. Programming gig at finance facing software shop 2. Programming gig at exchange
No-hops
1. Work on popular open source framework in heavy use (ZeroMQ, QuickFix, pandas, sympy, sklearn, etc) 2. Find headhunter/recruiting agency 3. Attend local finance oriented meetups and schmooze
I wouldn't trivialize the hiring process -- all of these roles are pretty competitive.
I've worked with some brilliant mathematical people, and I've worked with many who were not so brilliant. There are a ton of people who do the 'math' and 'stat' work at major financial institutions who are nowhere near as good at math as they should be. I haven't found it to be much different that any other industry from a programmatic perspective.