Unsuccessful job search with an MS in Math degree My question is similar to this one 

Career for a mathematician outside academia

but slightly different: what can I do with an MS in Math degree, if I don't continue for a PhD?

I wrote an MS thesis, spent about a year with a good research lab on campus, and have made good progress in research.  The feedback I've gotten from the lab directors has been pretty good.

The problem now is that I'm testing the job market, and currently nobody really seems to want me or value me.  They don't seem to care that I wrote a thesis or worked in a research lab.  And, people are taking a long time in getting back to me on the phone, on email, etc.

This is interesting to experience; however, how can I figure out which companies or industries will actually value someone with my background? 

I've been looking for entry-level to mid-career finance positions, at banks and hedge funds -- nobody seems to want to talk seriously with me yet.

(I have a bit of coding experience but not a fully developed computer science background, e.g. I don't know anything about operating systems or compilers.)

For context: I'm in the United States :)
It's good you're wondering about this now, before you commit another 3+ years to doing a PhD after which you might face the same questions but after paying a much higher opportunity cost. Questions such as these are what I consider paramount to ask before applying for graduate study.

The good news is a Masters degree will open up at least some doors. There are things that you can do with a Masters degree that someone with only a Bachelor's cannot. The bad news is that there are fewer of these positions. Because you're more highly qualified, you can also overqualify yourself out of entry-level positions since the employer assumes you'll move on quickly and they would waste their efforts training you.

Regarding what you can do, I wouldn't usually start with which companies are interested, but rather which jobs require a MS math degree. A quick search on monster.com turns up results such as this and this. By extension the companies posting these ads are interested in you. As you look through the ads, think of all the things you learned that you might be able to apply to the requirements listed. For example you say you have coding experience. The Data Scientist job specifically asks for familiarity with SAS, R and Python. Do you know these things? If so, you're in business.

If after responding to lots of these ads, nobody still wants to talk to you, then chances are your application isn't very good. This could be because of your cover letter, CV, transcript, or a multitude of other factors. Talk to your alma mater's career center, if they have one, or ask on Workplace.SE. It's not that different from applying to 10 different graduate schools and getting rejected by all of them. Diagnose why, fix it if possible, and apply to another 10 graduate schools.

You can also look at jobs that require a PhD in math. If you find you like these jobs a lot more than those that only require a MS, that's a good time to think of doing PhD studies.