I majored in Math as an undergrad. My first job out of college was as a financial analyst performing multiple regression analysis of historical pricing and technical data with 5 other Math B.S. recipients. I eventually got a Masters in Systems Science & Mathematics and I ended up in Engineering. I now work with a Math Ph.D, an Engineering Ph.D., a Physics M.S. a Computer Science M.S., and several computer science B.S. people doing computer programming. I've known other Math B.S. people to end up as Statisticians and Actuaries.
Thus I'd say, in my limited exposure, this is an example of at least a handful of jobs a Math person could end up in with or without a graduate degree - engineering, programming, IT, statistics, actuary, or financial analysis.
And to answer the question directly, all an academic mathematician has to do to educate him/herself about job opportunities outside academia is to post to a site like mathoverflow.net and get personal testimonies. QED
