I have a master's in Econ, but it's my stats background that got me in the door. I'm a statistician/analyst, formally called a Data Scientist, and I science the data for numerous clients in various industries--state/federal government, banking, and insurance to name a few.
Long story short: (1) find out what makes you tick--macro focus, (2) find out what's available and important to industry in that field--micro focus, (3) determine the education and skill set required, (4) get the required education and develop the required skill set, and (5) locate a network of people in that field to establish connections.
For (1), if it pays well but you hate the job, then you're going to be miserable.
For (2), if you're trying to get a position in a narrow field, then you will likely face extreme competition and barriers to entry.
For (3), if you're trying to leverage a BS into a field heavily populated by MS's or you only have "theoretical" knowledge with little "practical" experience, then you will face an uphill battle.
For (4), if you're willing to prep yourself adequately, i.e. real resume protein and not resume fluff, then acquaintances will be more likely to forward your name/resume for consideration, and managers will likely give you more than a cursory glance.
For (5), if you can locate a solid network of professionals, even if it's an informal question and answer board or blog, then you can begin to learn the real nuts and bolts of what people in industry are actually discussing and doing. This is often very different from what you studied or what you have been told that industry professionals are doing.
You can get a good job without one or more of these, but the search might take longer, the options might be fewer, and you might be relying on random selection more than you should be.