Hi Arun,
After learning SAP security you should try to get a break in SAP security in any company. It will give you lot of exposure and will help you build your knowledge and skills. Along with it you can explore GRC as it is one of the hottest field which many people are turning into.
Follow the link to know more about GRC - http://scn.sap.com/docs/DOC-1581
If you find the response useful then please rate it accordingly.
Thank you,
Nagarajan Viswanathan