Maybe that particular position is a problem, but there are many software engineers who started out as physicists. Also many data scientists.
Just as an aside, finance is a bit of a waste of one's skills, there are more useful things one can do with one's career.
I don't think it's terribly unusual. I have a friend with a physics Ph.D. who went to work for a D.C. area consulting firm, subsequently moved to a startup. I've heard a lot of physicists get hired as quants too.
Can be useful for future reference
https://www.forbes.com/sites/forbestechcouncil/2017/12/21/13...