With an MSc in Mathematics, you can certainly go on to pursue higher education abroad, especially a PhD in Mathematics, Data Science or in any associated field. There are numerous universities around the globe that offer higher level programs that extend the scope of an MSc. An academic doctorate will open avenues for academic positions, research, or employment in industries that require advanced quantitative expertise such as technology or finance.
In addition, you may consider a number of other specialized postgraduate programmes such as financial engineering, applied mathematics and computational science. Several reputed universities in the USA, UK, Canada, etc., offer these advanced programs. With an MSc, your likelihood of getting scholarships or assistantships to support your further studies increases, more so if you did well academically. In addition, having international experience and being able to participate in advanced research work can improve both your academic and career opportunities in mathematics and related fields.