From Penn PHD to Finance/Consulting

I am about to finish a Quantitative PHD at Penn (Think political science/sociology with strong quant emphases). I was planning to go the straight laced academic route but realize...It is for sure not for me. Does anyone have experiencing transition from this position to a more lucrative career? I have about 7 months before finishing and have been applying to fairly basic jobs in finance with an interview here and there...but none of these positions even require a master's degree. Do you have any thoughts/advice?

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