You want to know that early on! The steps mentioned above apply even if you got your math degree several years ago. If you want to know more about this, you should read this post where I go into tons of detail on the different fields of study that are best for an aspiring actuary and how each option will help in your future actuarial career.
Depending on the college you attend, it's possible that there may be an actuarial program to major in. Best Majors for an Actuary — There are certain fields of study that are better suited for actuarial work.
Having relevant experience will help significantly in your job search too.
Exam P or FM. An employer is very unlikely to hire anyone into an actuarial position without one.