What should I consider majoring in?

I was actually going to suggest accounting but then saw you labeled it as "mundane." I actually thought the same because I previously thought it was just number crunching, but once you get an actual job at a firm then there is much more than meets the eye. Maybe look into information systems because then that can incorporate both of your interests. Majoring in mathematics is also a good idea. If you feel that you are going to get a Masters, then it really doesn't matter what you do as your undergraduate. I've seen engineers get a MBA and go into the finance route. Mathematics can cover several fields for careers and usually it does not require too many upper division cles, so you can minor in business as well.