OP here: thanks for all the replies, I didn't expect this to get to the front page. To clarify a few things: 1. I live in Russia but will move to US or Europe

OP here: thanks for all the replies, I didn't expect this to get to the front page. To clarify a few things: 1. I live in Russia but will move to US or Europe soon. 2. This is not something I want to do right now. Rather, I'm thinking about what I'd like to be doing in ten years, and how to get there eventually. It's just one possible direction. 3. I'm looking for some first steps that don't require me to drop everything and move somewhere. Maybe some ways to evaluate the field. Great suggestions I read in the thread included contributing to open source projects with academic connections, reading recent thesis, saving money, getting familiar with tools (R, Julia, Matlab) and sharpening maths, (later) writing emails to smart people, looking out for startups in the field that don't require academia background.