What's a math major to do?
marknyc: Look into quantitative finance.  There are plenty of math majors roaming around there, and math people with good programming skills are in high demand.Recommended introductory reading would be Mark Joshi's 'How to be a quant' PDF (http://www.markjoshi.com/downloads/advice.pdf).  It's been around for a little while now, but most of it should still be applicable.