If you hear of people who use mathematics in their jobs, call them and ask about what they do. Even if they do not know you they usually will be happy to talk with you by phone or meet with you. And send a note thanking them for their time. The books about how to perform a job search are right. Do what they say.
Corporate cultures vary, and are very different than that of academia.
Find one that is right for you. As there seem to be so few mathematicians working for pharmaceutical companies, I cannot generalize about what other types of courses students should take except to say that if you don t know anything about an area of research, you can t know how mathematics can be used to solve its problems. My first task when I was hired at Agouron was to learn the first 300 pages of a basic biochemistry textbook so that I could understand the 10 pages in the book that described some of the basic information for a large modeling and simulation project. I have learned a lot of pharmacology. I have also had to learn a little chemistry, molecular biology, and basic lab techniques.