There are quite a few undergraduates who have done significant research in mathematics at your level. Even if you don't end up with a published paper, you will gain significant experience into what doing original research in mathematics means. Anyway, I think expecting to find a problem to work on yourself, rather than have a mentor suggest one (or several) to you, is unrealistic. Find a mentor (one of your professors maybe) who is willing to suggest a problem that you can deal with at your level, and (hopefully) give you ideas if you get stuck. On these websites (http://www2.edc.org/makingmath/mathproj.asp#rsproj ; http://wumath.wustl.edu/undergraduate/undergraduate-research/ideas)
you will find some interesting topics. As I said, you will be better off talking to a mentor, but on the first website I've listed, you will find some non-so-banal problems and also some useful hints and resources for tackling them, which are very useful if this is your first experience in research.