But in any field there's a fierce competition.
That's not really true in all fields. My father is a professor of electrical engineering at a run of the mill university and reports that all of their graduates got jobs last year, even the lousiest students. Well, of course, a lot of those people eventually don't make it as engineers and lose their jobs, but at least they got jobs, initially.
The only thing that I don't like in this field of academia is the publish or perish, I mean you can't really publish something of good quality if you are pushed to do it every year; I mean what are the chances that you'll publish something novel if you publish every year or so?
I totally agree. That's one reason why I didn't even want to stay, even if I could find a place there. Also, as a newcomer, even with a PhD, I felt I was very far from the true frontiers of knowledge where I could really understand what was going on in research (and I think that's pretty much normal), yet the expectation is that I am supposed to start cranking stuff out, anyway. People come in with all the aforementioned straight A's in proof-based classes and think they are hot stuff, but grad school will still give most of them a run for their money.
But I wonder if there are jobs which allow you to keep learning by yourself, and I can't see such jobs outside of academia; all jobs are centred around making more money for the company and studying for the sake of studying doesn't always make an immediate monetary impact.
Academia isn't that different. My father is always complaining about how they have pressure to bring in grant money and stuff and hire people based on how much money they can get. Of course, in math, that's not such a big issue, but still, with the pressure to publish, any freedom in what to study comes at a cost. The thing is, if you are going to do something as hard as math, you don't want people making it even harder by pestering you for publications and giving you massive teaching loads and that sort of thing.
I'd rather be a programmer or something, and have work that is manageable and well-defined, if I am going to be under so much pressure. I definitely didn't feel like I would be free to study what I wanted to any meaningful extent in academia. That's one of the big reasons why I failed in grad school. I took too much time to study what I wanted, at the expense of my research productivity.
Math isn't so bad if you have a strong interest in teaching, as well--otherwise, you basically have to be a superstar.
Being free of both teaching and pressure to publish, I think I might find more time to study the things I really care about in an industry job, in my spare time. I am sure I will be working hard and it will be difficult, but I think it will actually still be easier than as a professor.
Another reason I don't recommend math grad school, though, is that the research-level stuff is incredibly esoteric and a bit removed from reality, in many cases. It's endless and unrelenting and doesn't ever really seem to be going anywhere, to me. I thought I was the biggest math nerd ever, but it was just too much, even for me. I mean, if you have seen 10,000 beautiful proofs already, how much does the 10, 001st really add to that? That's why I say, you have to be a bit of an extreme case in order to enjoy it, in my opinion.