Your background is highly attractive, and there are enough people here with the clout to get you started on a more positive interview track.
Also perhaps some coaching; you might have some tactical errors in how you approach.
With that said, finance may also be a really good option for you. At the right bank, the strong math background + top GPA is the hiring requirement. They also like people with Ph.D.s in technical physics.
You should have some coding experience, but you'll be working in their custom setups anyway -- if you're good at math, you can pick up APL (it's a language, look it up) programming quickly. Otherwise, bank python is pretty divergent from python, or you are looking at Matlab/R.
They'll want someone who can translate complicated math into a model. You are less likely to find that in most tech companies.