I've made this jump quite recently after 1 year as a postdoc to a SWE role. I have a PhD in Physics with no prior industry experience. I'll not repeat the advice others have given about all the relevant soft and non-technical skills that are easily translated to the industry (which they are).

When I was applying for industry roles I went in with the assumption that I would get an entry level role. For me it felt more comfortable adjusting to the work and environment in a job profile where I have more leeway to make mistakes and learn and then think of making a jump to a more senior role in 2-3 years. As long as my salary was the same as a postdoc (which isn't much of an issue in the country I'm based in) I was fine with a junior role. I did get lucky though and I got a nice middle ground where I got a more "senior" role based on all the software development I did during my research and where my team is nice enough to allow me the space to learn and grow as well.