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This answer is not so much about teaching others about carreer opportunities, but many universities offer coaching or training programs for this purpose. They are usually aimed (at least here) at PhD students or staff members though. Although they are not aimed specifically at mathematicians, I found such a program quite helpful (I recently followed a 2 day training). For one, it is important to find out your own qualities (and be able to convince others of this!). The interesting part is when you can get feedback from other participants, that come from a completely different field, to get useful suggestions for jobs that you might not have thought of. As mentioned by other people here already, it is not so much about the mathematics you learn, but more about the skills that you acquire that can be useful outside academia (an analytic mind, being able to see patterns emerge, etc.).

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This is not so much about teaching others about carreer opportunities, but many universities offer coaching or training programs for this purpose. They are usually aimed (at least here) at PhD students or staff members though. Although they are not aimed specifically at mathematicians, I found such a program quite helpful (I recently followed a 2 day training). For one, it is important to find out your own qualities (and be able to convince others of this!). The interesting part is when you can get feedback from other participants, that come from a completely different field, to get useful suggestions for jobs that you might not have thought of. As mentioned by other people here already, it is not so much about the mathematics you learn, but more about the skills that you acquire that can be useful outside academia (an analytic mind, being able to see patterns emerge, etc.).