Just tossing in that Finance isn't your only option for a healthy PhD paycheck in NYC. With exactly those same skills you could work in silicon alley or at a company like mine which does analysis on bank (or other corporate) data.
Also, you don't have to sell your soul to work outside of Academia. For example, we find terrorists and drug lord hiding cash in USA banks (Anti-Money Laundering) using machine learning. It's very satisfying and the pay is good too.
The market isn't clearing right now. There are "data scientists" without jobs and there are companies without data scientists. Companies who can pay in that range can hire. Data people who can ask for that salary can get jobs. Sorry if that's cryptic.
Also, you don't have to sell your soul to work outside of Academia. For example, we find terrorists and drug lord hiding cash in USA banks (Anti-Money Laundering) using machine learning. It's very satisfying and the pay is good too.