I started out as a math major, then I transitioned to a double major math AND stats because stats is more applicable. I struggled for a year looking for work (also US immigration sucks, even for Canadians) and ended up in a master degree program in Industrial Engineering. I chose engineering specifically for the word "engineering". I was lucky that I discovered the field of Industrial Engineering at that university otherwise I was headed for a BS in Mechanical.
Continuing formal math education will further limit the kind of jobs you can apply, increasing the level of competition. Even the BS in Math left me with the feeling people saw me as over qualified, lacking regular skills.
Math is super great by the way, just not the idea of being a "mathematician". It (unfairly) causes alienation of your true potential.