I always encourage math majors to consider the actuarial profession. The best book on casino math, in my opinion, is Practical Casino Math by Robert C. Hannum and Anthony N. Cabot. However, I think you would find it below your level. Most blackjack and poker-based games are done by computer, looping through all the ways the cards may fall and making the play with the highest expected value at every decision point. If you can’t write such a program from scratch, a book about it probably wouldn’t help much.
To answer your last question, there are a number of nonconventional areas for actuaries. I know a self-employed actuary here in Las Vegas who specializes in splitting up pensions in divorce cases. The possibilities are endless.