Accountants, auditors, economists, statisticians, and people who are just good at running a business can all come from math major backgrounds. You should probably like to work both with computer systems and with people, and learn to communicate clearly. In business, you might prepare an annual report, forecast economic conditions in a foreign country, determine the best way to share scarce manufacturing resources, conduct market research for new products, or analyze the statistical significance of genetic test results.
Statistics and computer courses are a must. You might also consider:
MATH 4553 Linear and Non-linear Programming
MATH 4583 Intro to Mathematical Modeling