The actuarial field is probably the smoothest transition for someone who only has a background in mathematics alone and no other subject. However this is really more due to the nature of actuarial work being somewhat far removed from any material taught in university cirriculum rather than the mathematics degree giving you a skillset you'll actually need. Probability and stats will be heavily used in exam 1, and basic calculus throughout, but that is about all the pure mathematics you will use in the exam process, and even less in the actual field. Anyone with a technical background (engineering, computer science, even econ) wll be just as well suited to actuarial work as a math grad. It just so happens that the actuarial field is saturated with math grads because of their limited career options in comparison to their peers in these other majors, as you are undoubtedly finding out. It is a small profession, but a fast growing one, and at the same time a very competitive one to get into.
Software and computer related jobs are a strong possibility but you'll likely need at least a minor in computer science, or a lot of self taught knowledge. Same with finance and such.
I'm sure college counselors and searches for jobs available for math majors will show you that there are mathematicians working at the best companies in the world in many industries. But this is somewhat deceptive - a mathematician working at google or boeing or intel typically works in industrial RESEARCH for these companies, and will probably have at the very least a masters degree and usually a doctorate, and typically from a very good school. For a graduate with only a bachelors degree options exist but are limited, and truth be told a math degree does not qualify you to work in any industry that another technical bachelors degree wouldn't be more suited to. Especially with this rough job climate its not uncommon for math majors to be overlooked for candidates with more practical skills.
-EE grad who was a former math major