Academia is absolutely not the only pathway to pursue after completing a MSc or PhD.
The skills you learn during your MSc/PhD/postdoc are incredibly useful for many other jobs and fields and you should choose a pathway that works best for you and make you happy and excited!
While there are some individuals in academia that think you "fail" if you decide to leave astronomy/physics, I am here to let you know this is absolutely incorrect. You are absolutely not failing by not choosing to pursue a MSc or PhD or a postdoc etc. In reality, by the time you have reached these levels, you will have gained an enormous range of skills that are applicable to many different industries, and you are very likely able to be highly adaptive to new types of work.
You should choose what is best for you, your life goals and situation and if academia does not interest you there are plenty of pathways to pursue and I highly encourage you to take these.
What are some of the skills from academia do you use in non-academic pathways?
Communication! This includes presentations, papers, teaching, collaborations, project managements, mix of talking to experts and non experts. You do all this already!
Ability to tackle ambiguous, complex and/or open-ended problems.
Highly adaptable
Exceptional project and time managers. If you do a PhD, a 3 to 4 year project is immense and it takes a lot of detailed planning. This is also true on much smaller scales (12 week project vs 1-2 year MSc for example).
Being able too eliminating the things that don’t work, as well as finding the ones that do.
Any many more...
This is an excellent summary by Taka Tanaka about transitioning from astronomy and physics to data science: https://github.com/taka-tanaka/astronomy-to-data-science/blob/master/ATDS.pdf.
Taka Tanaka's twitter also has very helpful advise such as: https://twitter.com/astrobassball/status/1374345153545175042, and https://twitter.com/astrobassball/status/1457011897966923779 and he has many other great posts!
https://www.nature.com/articles/s41550-017-0360-5?platform=hootsuite
Excellent youtube series run by the ASA about managing your career in a pandemic but also includes discussion/topics related to different career pathways both in academia, data science, bio and health sciences, environmental science and policy: https://www.youtube.com/playlist?list=PLBTT5hBI8jpdEGWBTnyaoqRicIX5Gvwq2
Career pathways in Data Science - https://www.youtube.com/watch?v=V9fSyzgxgFs&list=PLBTT5hBI8jpdEGWBTnyaoqRicIX5Gvwq2&index=5
Career pathways in Bioinformatics and health science - https://www.youtube.com/watch?v=N3Rw2S6bQbA&list=PLBTT5hBI8jpdEGWBTnyaoqRicIX5Gvwq2&index=6
Career pathways in Environmental Science and Policy Analysis - https://www.youtube.com/watch?v=T0BHGLPDztc&list=PLBTT5hBI8jpdEGWBTnyaoqRicIX5Gvwq2&index=7
https://wwwmpa.mpa-garching.mpg.de/career_seminars/jobsforastronomers.pdf
https://truthbeautypictureofyou.wordpress.com/2017/02/12/10-steps-to-quitting-astro/
This is a resource for anyone with (or working towards) a PhD in science, who’s wondering about career options outside academia. These results were obtained from surveyed people with non-academic jobs/backgrounds for perspectives on why they would hire a science PhD, what transferrable skills they’d be looking for, and what kind of salary to expect. Not exhaustive but comprehensive - https://medium.com/@e.hortle/non-academic-careers-901a05819c61
Transitioned away from academic astronomy video series:
Chapter 1: Why leave? - https://www.youtube.com/watch?v=rtM4rQqyDpE&ab_channel=ASTRO3D
Chapter 2: Career Pathways - https://www.youtube.com/watch?v=8SQKgycAbmk&ab_channel=ASTRO3D
If you are interested in data science courses, you may have to do certain about preparation in terms of coding/training for interviews where they test your coding skills. There are a number of resources on the internet available but below may be useful:
Links to websites in industry, government and other places where you might find jobs
Australian Postgraduate Research Intern (APR.Intern) is Australia’s only national PhD internship program spanning all sectors and disciplines. - https://aprintern.org.au/
https://intern.nasa.gov/
graduate opportunities in Australian Government agencies. Australian Government agencies usually advertise graduate employment opportunities between February and June each year. - https://info.australia.gov.au/information-and-services/jobs-and-workplace/australian-government-jobs/graduate-programs
For students who have not started a PhD -https://data61.csiro.au/en/Our-Network/Students and https://research.unsw.edu.au/industry-phd/
Pathways for a career in space - There are many exciting career paths to follow right here on Earth. Space law, medicine, design and manufacturing, robotics and data analysis. See: https://www.industry.gov.au/australian-space-discovery-centre/space-in-australia/pathways-for-a-career-in-space
Graduate Development Program is for university undergraduates interested in a career in the Australian Public Service (APS) - https://www.industry.gov.au/about-us/work-with-us/graduates-program
International Student Internship (Undergrad) Opportunities in Space Science - https://docs.google.com/spreadsheets/d/1_lbxn9LK6t5ydDnmGHslink5oL_MgWT3kmMc2qJKyoY/edit?usp=sharing
UniMelb STEM industry mentoring program - https://mentoring.unimelb.edu.au/p/p9/about