I recently came across an excellent article promoting internships from math majors who would like to use their quantitative skills in an industrial setting (as opposed to an academic setting). The concluding paragraph:
Faculty will continue to train students for academic careers. Some will pursue tenure-track positions in the institutions of their choice, but an increasing number of our students will take positions very different from our own. Let’s learn about those options and share them with our students. Then, when a student takes a good job and enjoys a successful career, let’s call that a win.
Here’s the full article: http://www.americanscientist.org/blog/pub/internships-connect-math-students-to-new-career-paths