I've been doing this successfully for a few years now and come from a very similar background (scientific computing, had one foot in academia, initially had mix

I've been doing this successfully for a few years now and come from a very similar background (scientific computing, had one foot in academia, initially had mixed feelings about a startup). It's not that hard to find the work if you know where to look (I work primarily with seed stage or series A stage startups, but have worked with a few fortune 500s). It's a high-variance sort of situation, but I do go through phases where I have to turn down work (a good sign to raise your price on subsequent engagements!). I'd be happy to chat about my experiences in detail (email in my profile). For the sake of the HN discussion, I'll say that it's a lot easier to use ML/stats consulting as a "sales lubricant" on top of custom software development. The kinds of details you can tease out from most business data aren't usually actionable without some kind of software that "closes the loop" (e.g. a behavioral targeting system for customizing a web experience).