How feasible is it to have a job in research?

It is possible to have a job exclusively in research. It is also very difficult, because there are few jobs and many who wish to do them. The number of new PhDs minted every year vastly exceeds the number of open job opportunities for research. The good news is that you can start down that path (going through with a PhD, spending many years as a postdoc, trying to catch an actual research lab or research professor spot), but drop out at any time and go into industry (before PhD, during postdoc, even after you become a professor too :P). This is especially true if you have comp sci chops.

Security is business where BI, Analytics and Know how how to corrrelate is key. So a role in Cyber Security in Companies for SIEM/SOC Solution or in BI including Digital Marketing could be a nice carreer path.

Research is a very rewarding career. However, you will need to plan to get your PhD in the field of your choice. I would say astrophysics would be great if that is where your passion lies, and you are good in math.

Jobs in research are quite competitive... and it very much depends on what KIND of job in research you are talking about. To actually conduct research and/or lead a research team is one thing. But there are many jobs in research where you are assisting the lead researcher - research technicians, research assistants, etc. Those jobs are obviously more numerous. The availability of jobs in research also exists in many different kinds of places...universities (teaching and/or conducting research), pharmaceutical companies (in a lab), research analysts for a state department of Education, Disaster preparedness researcher with a county Emergency Management Department, Researcher with federal departments of emergency preparedness such as FEMA or Homeland Security, Epidemiologist researcher with a state/county/federal department of Public Health, Statistical data analyst for the World Heath Organization, Research Software Development Engineer, Computer Information Research Scientist, etc.. etc. etc. The types & locations of research jobs are numerous and varied. You may want to start by simply reviewing the kinds of research and/or computer jobs that are advertised on websites like indeed.com, careerzone.org, glassdoor.com, chronicle.com (for jobs in higher education/colleges). Use lots of different search terms as you review jobs on these websites including "research scientist", "computer science engineer", "data analyst researcher", etc. For the most part you will need at least a Master's degree, and to be a lead scientist will probably require a doctoral degree. The bottom line is there are LOTS of possibilities that include research. It's also a good idea to talk to someone who does the kind of job you think you'd like to do. A high school guidance counselor or a college career counselor can help you find people who work in fields you're interested in and help you find people to talk with and/or interview. And doing some volunteer work or some kind of internship in the kind of setting you're interested in would be so valuable for you. I've provided some websites below that can help you get started. Best of luck in your search!