I have found that physics, math, and engineering degrees are all useful when looking for jobs as long as I made the case that my degree and my background together suited me for the job I was applying for. When the job focussed on something that the degrees did not speak to, I added more experience, but when the degree made me the right fit, I emphasized class work.
That story has two components - you first need to show some skills that will be useful on the very first day, and you also need to show some passion for whatever it is that the company does. Sometimes a cover letter will let you make the case, but you should also look at your resume itself, with no cover letter, from the viewpoint of a jaded hiring manager. Does it say "this is the person you want for the job you have", or does it say "I want a different job"? This is really hard to tell by yourself, so find someone who hires people, and just ask.
I have written econometric forecasting software, database query tools, front end visualization tools, screen savers, games, biodata capture systems, and mobile apps. I have done pure server side, pure client side, and mixed web and ecommerce apps too. I even dusted off some graduate school work and wrote a nonlinear equation solver that I am still pretty proud of. I do not consider these very different at their hearts - simulation, modeling, software engineering - but I had to package the same skills in very different ways to make the pitch for each job.
From the other side of the table, I find math degrees very handy if they have some practicality to them. I like to see probability, statistics, some programming classes, the odd engineering class, etc. I also like to see some humanities - a music degree will probably not get you a job from me, but a music degree in addition to a STEM degree will get my attention. Calling out skill at writing, creating and giving presentations, doing library research and winnowing the wheat from the chaff are all valuable job skills.
At the end of the day, everyone who works for me will eventually work for someone else. I hope to hire people who will do great things, learn a lot, and teach me and the rest of my group something we did not know. A math degree shows skill at learning, and doing something very technical that is almost entirely inside your own head, followed by communication with the rest of the world. That is applicable to almost any job.