Here are two ideas that have worked in at least one department each:
The MAA publishes a book called something like 100 Jobs for math majors. There are over 50 pairs of facing pages - each pair with a short interesting bio of a math major who has used his/her mathematics in an interesting and sometimes very unexpected way. In my University, I gave a copy to the head undergraduate advisor. That copy was so popular that it “walked awayt” within a year. So I’d buy another copy. Faculty members who read this book, or even just browse every once in a while can stop answering the question “What can I do with a math major” with the fairly useless reply, “gee, I guess you can teach high school or you can get a PhD and teach college”. Find this book by going to the MAA website (maa.org) and clicking your way to the MAA Bookstore.
Bryn Mawr College asked its math major grads every 5 years for a brief update on what they are doing. They post the replies on a special bulletin board that students pass regularly. As I heard the story from a former Chair, the interest was great by current students, and former students became much more willing to share stories of the varied ways math has been used in their lives.
Too many schools collect info on “first jobs” and keep in touch only with those who are likely donors. This is discouraging to most math majors, except maybe the double majors in Econ, Comp Sci, or Finance. So separate the data collection from the development of future donors. I hope that
these paragraphs are more constructive than my last post.