What is your location? Sometimes, you have to move if you can afford it. Math is not an applied major; it's not like accounting in that you know you can become an accountant or auditor. Many times, the problem is people's job search methods. I've helped people with sociology and psychology degrees find jobs. There's a shortage of workers right now, which makes the job search easier. If you're still interested in data science, I recommend learning python, R, SQL, and advanced statistical methods if you haven't already. This is something you can do through MOOCs and apps for free. Earn SQL certifications and complete courses that provide a certificate of completion. Without the coursework on a transcript or experience, you can at least demonstrate that you've learned those skills through certificates and certifications. If all else fails, there's always a shortage of math teachers.