"Math is my subject" could refer to any number of things: today's lecture ("Math is my subject today; tomorrow we'll talk about the history of architecture"), a paper I'm writing, a course I'm taking, and more.
"Math is my major" means that math is the focus of my university studies. Some of my courses may be outside this field, but I take more courses in math than in any other area and I consider it my specialization. (British universities don't use the term "major," but in British English one would say "maths" anyhow.)
"Math is my discipline" can refer to a professional focus at any level, but most often after graduation from a university.