Asking for advice: Leaving Academia after finishing Physics PhD - Hoping to start a career in Data Science right after I will finish my PhD in Applied Physics (simulations of quantum transport and light scattering in nanowires) in around 6-8 months  and I have already made the decision of leaving Academia as soon as I graduate. The main reason is that I consider that my publications record after the PhD will not be good enough to be able to compete for good positions in the post-doc world. I have also lost the motivation and my interest in the field due to the lack of satisfying and rewarding outcome (I tend to blame myself for this, but I had almost no supervision during the last year). If I stay in Academia I will most likely be jumping from post-doc to post-doc contract in mediocre/low level research groups for the next decade.

I have recently started to consider pursuing a career in Data Science: job offers seem to be abundant and the salaries are good, plus it seems that it is possible to work in many different fields once you are experienced (which is something I love since I'm interested and curious about many, many things).

I currently lack the core-set of technical skills a data scientist should have (R, Python, SQL, Statistics, etc.) and I will not have that much time left to take on-line courses until I write and defend my thesis. However I have strong experience working with other programming languages and I know that I could easily get familiar (not talking about proficiency) with everything needed in short time. After all, everything should be conceptually much easier than the theory of my PhD/MSc and I also have a good background in Statistical Mechanics.

Do you guys have any advices or experiences to share on how to make this transition? I am a bit afraid of the real world after I finish. Also, what would be the most optimal way to get a data scientist job after the PhD? I have thought of looking for an internship, but I do not know if I could just do it by taking on-line courses and doing things on my own.

Thank you very much in advance!

Edit: As it may be relevant, I am not in US but in Europe
There actually is sufficient demand for data scientists and engineers that there are specific 7-8 week long postdoctoral training programs. Such a program could be a good idea, both as a way to build skills and to show that you've actually completed a relevant project. I have no first-hand experience myself, but I know a former physics postdoc who successfully attended the (free) Insight Data Engineering program and now works as a data scientist. (They also have a program focused on data science.) Another such program is The Data Incubator, and I imagine there are more out there.