Paving one's way out of academia
How does one pave his way out of academia?


Ideally you will want to get a non-academic job. You should start listing possible careers which you might consider. Contact friends or former lecturers who have quit academia and learn about what they have done. Maybe get involved in something on the side. For example, a friend of mine, who is now a lecturer at a university, previously did an internship at an investment bank while he was a postdoc in the US. It gave him some credentials for his Plan B, even though he didn't execute it.

It is important to have non-academic connections. Maybe go to some meetup groups in different areas. I got my job while I was a visiting lecturer because one of the profs at the university at which I was working took pity on me and mentioned to a friend of his that I was looking for a job.


  What skills are useful to
  develop in order to have good chances to make a successful transition?


In STEM areas, computing is essential. If you have never coded, learn how by trying a small project. If you have, consider learning more languages. Look at job ads to see what skills they are looking for.


  What strategies to follow and which behaviors should be avoided?


It is perfectly possible to work on a Plan B without committing yourself to leaving academia. I've seen a lot of people do this. For example, one of the best graduate students I've ever seen used to attend seminars to brush up on his mathematical finance, in case he needed it. (He never has.)

For me, the biggest obstacle was the sunk cost. All those years of study and the sacrifices made in order to do a PhD in "my" area wasted.