UPSC has many services. For example, Job opportunities available to an IAS officer and an IRS officer wont be same.
Hence i would give a general answer to this question:
- government officers get many opportunities to work in corporate sector
- some officers resign and go for a professional degree like executive MBA
- some officers start working with coaching centres
- some officers get jobs in foreign countries and international organisations like UN
- some officers go for business
- some officers go for deputation without leaving current job like NSG, CBI, RAW, IB etc.
- some officers become professors or join think tanks.
- Officers also apply for posts in PSUs or universities (like registrar or vice chancellor)
These are some of the opportunities they get. Again, its a general answer because job opportunities one gets is service-specific