Reading your responses below it sounds like you want to work on interesting problems that have a quick turnaround in terms of real-life implementation.

I'm in a similar situation and I'm looking into doing a graduate degree in Operations Research (OR) or Industrial Engineering, which is usually offered either in Business schools or Engineering schools. You essentially do research on solving real-world problems with quantitative methods.

Many of the OR graduates (even those with PhD's) end up not in academia but in business. If you have more questions feel free to email me.