Thinking out loud...
The biggest problem I have in job hunting or, more generally, directing my career, is the question of what kind of work excites me while feeling relevant to the world as a whole.
Here are the constratints:
1) I have to be interested in the work
2) I have to feel that I bring relatively unique skills to the work
3) I have to feel that the work has a positive impact on the world
4) It has to pay the bills - rent, cat food, etc.
When I started college, I was a foreign service student. But I quickly decided it was stupid to try to work as a generic government wonk and leave my math skills out of the equation. Even if I'm passionate about an issue, I don't think I'll ever accomplish as much as I could if I bury myself in a job that doesn't use my talents and which other people can not only do just as well, but many people do much better. The prototypical type of job here would be "foreign service officer". I would be a passable diplomat, but many people would be better. It would be a waste.
An example of a kind of job I've seen along these lines is this position at Americans United for the Separation of Church and State. I feel about as strongly about this particular issue as any. But do I want to be a policy advocate 40 hours/week? It just doesn't seem quite right.
So, now I'm adding the constraint "job uses math skills".
There are loads of academic jobs, but the downside there is
a) I'm not hugely excited by the reality of teaching.
b) I'm not hugely excited by the prospect of long work weeks, low pay, and constantly writing grant applications.
c) I think a lot of academic research is pointless.
I enjoy teaching when students are engaged in the topic. And in mathematics, that happens very rarely. One needs to way the small number of highly interested and motivated students against the vast number of people just taking calculus because it's required.
I don't mind the long work weeks that much, as long as I'm motivated by the work, but the entire grant application process seems bizarre as a model for a marketplace. As my advisor has said to me, a lot of academia consists of people providing each other with positive feedback loops. If person X studies topic A because person Y finds it interesting, and vice versa, that will not necessarily make it interesting to me. There is an infinite variety of complexity in the world of mathematics, but I have never found studying complexity and structure for its own sake to be all that rewarding.
So that knocks out academia - at least in the more traditional sense. I have a feeling I would prefer to end up in an academic setting anyway, but only in a way where I felt I was driving my own research and it was meaningful. Ziheng has the kind of position and drive that would serve as a model here, but the problem is that I am really not terribly interested in what he's working on.
So that leads to the conundrum: how do I apply the skills I have (math, cs, programming) to the kinds of problems I think are compelling. A near miss is "finance": finance requires a lot of sophisticated mathematics, but I fear that people in finance tend to be arrogant, self-interested bastards. Well, at least that's the stereotype.
A close cousin of finance is "economics", but the econ I saw when I looked into this issue back during grad school uses comically weak and inapt mathematics. Game theory is a good example of this. I love gaming, but I tend to arch my eyebrow in skepticism when I see its facile application to real-world problems. I should look again, though, more carefully.
An alternate approach is simply to focus on the kind of mathematics I like best, namely graphical modelling, and to see what kind of places use applications of this. That's probably what I should be doing these days. I've been lazy in terms of applying my thinking to the problem. Bad Whispers.
I'll revisit this issue again.