With as many people out there who have had long breaks in employment, through NO fault of their own, who have NOT gone back to school, the fact that you have a break because you CHOSE to go back to school is, in my opinion, not going to hurt you at all, PROVIDED that your jobhunting afterwards (including your use of your college placement services HINT HINT HINT) reflects your added knowledge and skills.
If you take two years off to do serious math and stats, and then you DON'T go looking for a job that will allow you to USE that knowledge, what was the point of going for it in the first place?
Note that this is different from going back to school WHILE unemployed. It is understandable that you might then take a job that did not apply what you learned while in school and jobhunting. (However, the fact that you went to school while unemployed is still going to look good to any competent recruiter or potential employer.)
By the way: Note that being a student usually gets you access to all the college facilities, including but not limited to computer labs, libraries, Student Union, ... It may also give you an opportunity to teach informally, to pass along some of the things you learned out in the Real World.
Caution: You may notice, as I did, that the coeds are a LOT hotter the second time around!