I was in a similar position. Short answer get some skills the market requires.

A PHD in maths from a decent university, you should waltz into quite a few jobs. I would try science areas, Cambridge, Oxford, London, and maybe the field of bioinformatics (lots of statistics obviously, and lots of recruiters).

Get a decent recruitment agent. Practice coding.

Have you tried contracting/consulting in London, do you know matlab ?

I have assumed yr in the UK (apologies if not). There are positions out there for good candidates.