Re: Maths Phd student..wanting to get into Business.
well organizatiosn into heavy duty programming use mathemeticians and statisticians, anythign ranging from econometric modeling to developing algorithms for price elasticities etc.
especially look at SAS, SPSS, Business Objects, Cognos.
and for consulting Mckinsey, bain, Booz allen hamilton, Boston cpnsulting group, all of these could be targets, but Bain is probably teh most likely.
another option is for private equity groups like KKR, blackstone, carlyle etc.