Members from my class (including +/- a couple of years) went to startups, think tanks, SEC, NSA, trading, hedge funds, digital media, academia, postdocs, consulting, and commercial research labs that are incubators within larger corporations.
You didn't indicate your specialty, but it probably does not matter. Many current DS and related jobs list PhD in a STEM field as baseline or preferred requirement. I know logicians who got non-academic work (this is not a dig at logic, they were really worried about this).
If you want to go the software developer route, at this point you do know how to study for leetcode type puzzles. But you are in direct competition with many others who specialize in that, and a PhD in math will not carry much extra weight in the hiring decision.
Watching my own and my peers careers evolve over time, the impact of one's network should not be underestimated.
Finally, assume you will never be asked about your dissertation. Ever.