While I love research and academia and would prefer to continue there, I've found myself in industry and haven't felt it's a good match for my interests. Moreover, I'm constantly frustrated by the lack of opportunity to do math research. I'd like to find something I'm genuinely excited about (not to mention using all the mathematics I've spent years and years learning), but I'm not sure what exactly is available in industry for people with backgrounds and interests in pure math. Math research, for example, is not really something that industry does at all. (In fairness, there are a couple of small exceptions, like Microsoft Research and probably something over at Google, but the era of large, well-funded industry labs is over.) As far as I can tell, there are three options:
Work for a finance or insurance company doing some sort of mathematical modeling.
Work for some sort of government lab, probably in cryptography or a closely related field.
Work in something completely unrelated to mathematics, like software engineering.
Those options exist (and, in fact, I've had offers from each of them), but I'm not enthusiastic about them. Is there anything that's more compelling from a theoretical-mathematical standpoint?