If you want something that is mostly "doing mathematics", i.e. thinking about Galois groups, differential geometry, or the Riemann hypothesis, that is pretty tough. Many jobs have interesting mathematical content, but to get them you will probably need to convince the prospective employer that you can handle the non-mathematical content, which likely means writing non-trivial computer programs. The one exception that I can think of might be entry-level actuarial positions.
At this point, a lot of people decide to get a masters degree in operations research, statistics, or computer science. But don't completely give up and get an MBA. :-)
At this point, a lot of people decide to get a masters degree in operations research, statistics, or computer science. But don't completely give up and get an MBA. :-)