This is an interesting talk by Mac Hyman (formerly at Los Alamos National Labs and now a professor at Tulane University). By the way, I was one of those graduate students who did a summer internship at Los Alamos: it was a blast!
Here is the link: Good Choices for Great Careers in the Mathematical Sciences
While you are at, check out the SIAM Careers and Jobs page . It is full of interesting information.