I was 6 months into my PhD in physics - just been given assignment based on obscure Austrian codebase and a quick briefing based on nature article ("Let's discuss when you have something - seeya!") when an opportunity in software came about (a graphics gig - the last thing I wanted to do was write CRUD apps). Never looked back. I was ridiculously underequipped in theoretical as well as practical side beyond linear algebra and C++ but we had a great team and I had the chance to learn quickly.

One thing - if you decide to move to industry, make sure the first years you can learn from someone more talented than you - even if informally. This is critical, software is a craft.