Career for a mathematician outside academia
The past few years, many friends, either mathematicians or people from physics/chemistry who knew how to write code, have gone other to various financial companies to do algorithmic trading, data analysis, that sort of things… and some others have joined web startups. In short: their coding, algorithmic and reasoning skills were more valuable than their specific academic knowledge.

What I would advise you to do is to look where alumni from your department have moved. Ask the department for statistics or listings, if they publish them; otherwise, look up people's names on the web or professional networks (LinkedIn comes to mind). See where they are now: this will give you an idea of who is hiring people with your skills (and network).