Thanks for the input, I appreciate it the insight.

I agree that I may be making tactical errors. I've confined myself to job adverts through e.g. LinkedIn for the lack of knowing where else to look. I also lack the connections that most others at my stage of career have.

I know my way a bit around coding though I'm entirely self-taught so I have no degrees to back up that claim. I have considered throwing my projects on Github as a kind of 'proof of work' to employers.

Could you perhaps name some specific directions that would be suitable for someone with my background? People around me mentioned quantitative finance as an example of a direction for math PhDs to go into --- but I'd frankly be open to any job that lets me make use of my skills.