I Am a Sensitive Person

I've been thinking lately about how my sensitiveness has been a problem in deepening my depression.
I feel too much, when I "gain", when I "lose". All the emotions are so strong and since I'm living a bad phase, they tend to put me down even more.
I really wanted to be less sensitive, care less... I would live better, I just don't know how to do it. I wish things and people (mostly) wouldn't affect me that much.
Being depressed with a low self-esteem has been an issue to look for job and studies, like going to interviews and pretending that I'm fine it's like a mental and physical torture.

I wish someone could help me in finding an answer about what I can do with all this sensitivity...
I don't know, I wish I could transform this in something where I could help people, like having conversations, I like that people trust me their problems. I'm too sensitive towards people's problems (more than I want), I generally feel when they are not okay... so, since I can't get rid of this, what can I do to make this useful?

It would be great if someone could help me with a piece of advice...
Thanks