A fair number of physics majors do end up working in computing, probably because they can relatively easily learn the needed CS due to similar thought processes. Indeed, physics is probably one of the more common type of non-CS major backgrounds among those writing software. You can get a head start on this backup plan by taking some CS electives, which can also be helpful in some pure physics contexts.
Some physics majors do go into finance, so a few economics electives (intermediate micro and macro, financial economics) may be helpful if that is an option you want to keep around.