Seeing that you are gainfully employed in academia and with expertise in an unspecified area related to math (the vague description makes it hard to make good suggestions) I would think that you could explore commercialisation projects related to engineering, bio-engineering, etc. That is, areas that could use both your deep thinking and math abilities and open the door to industry without jumping the academic ship before there is a viable new avenue. From what I have seen both Barcelona and Madrid universities have some excellent research which might be ripe for commercialisation. Of course, you should probably explore potential projects with other universities. Academia - Industry collaborations with a view to commercialisation generally needs entrepreneurial input.