Here are some off the top of my head that are looking for mathy programmers:
Startups: Infochimps Lookout Mobile Factual Zillabyte Chart.io KhanAcademy
Corps: LinkedIn Google etc, you should be able to at least land interviews at the big tech corps, but I"ll guarantee you'll have a lot more fun at startups
I think you should get some industry experience before going off into a pure math PhD / grad degree. You could also consider doing a Master's in Statistics or Economics, both are which are super appealing these days - not sure how much you like applied math over pure math though!