The most important observation I have about your question is that it is, as of yet, technology agnostic.
You need to ask yourself, do you want to research in a specific technology, or do you want to deal with the bigger picture? I know a lot of people who have pursued an engineering career that actually encompasses a broad range of energy technologies. One professional I know, for instance, started out in steam turbines, and wound up in energy efficiency.
If you're interested in a bigger picture, I would strongly point you to smart grid technologies and power systems. You can go pretty far into that education, learning about the promise of different technologies, before deciding on a more specific path. There are several active and growing smart grid and smart grid technology centers where a strong background in math would serve you well. In fact, given no other information about your interests, this would be my #1 suggestion. I'm not sure if it's appropriate for me to link to something so specific, but the FREEDM center is an example of what I talk about.
Smart grid also has the unique distinction of being something that no one credibly disagrees with the imperative for. Let's say, for instance, that you really want to do photovoltaics. Why? Solar thermal has always been cheaper and remains cheaper today. The challenge in both technologies lies in better scaling for manufacturing. Surely, you're not holding your breath for an efficiency revolution. Provided you agree with me in that decreasing price per area in manufacturing is the worthwhile approach, maybe thin film is the way to go? Need I remind you of the fact that Silicon Valley recently failed to make headway with 1,100 employees and a $500 million federal loan backstop? Maybe we'll look elsewhere. The cost of many residential systems is about half in the power conversion systems. Maybe the panels are already cheap enough and we should look to the power system technologies and business model. We're mostly back to the smart grid at this point.
Any technology you choose will have problems. You need to get more specific with your direction, but you also need to realize that you will always be looking back if your direction is "energy and environment" and your background is mathematics. Right now, diversification of energy research is often agreed to be worthwhile. Browse through the ARPA-E catalog if you haven't already.