Let me share some of my experiences with you.
When I started my first semester at B-school, a second tier Bschool if you will, I determined to land a job in medical device industry, because of its growth and promising future, also because there are several medical device industry at local. Soon, I realized that it's a mission impossible. Those medical device companies prefer candidates who has work experience and/or academic training in clinical field and medical area, or at least academic training in engineering or biology etc. I don't fit that category even a bit. I immediately adjusted my direction then.
My advice to you is to do the same thing. We are career changers, and it's more difficult to get what we want. Therefore, we need to constantly reevaluate the situation, and re-position ourselves accordingly.
You mentioned you want to get a job in financial service industry. What do you mean by financial service industry?
Fixed income and equity research are more IB related. It's hard to get into those fields unless your school has a strong connection with IB industry, unless you have a strong network in that industry, and unless you have worked in that industry before.
Therefore, you may need to change your target, and try to find opportunities in commercial banking sector. It's also finance service industry, but less competitive, and thus, more opportunities.
The first and foremost thing is to establish a bottom line and a priority list.
How long can you afford looking for a job with OPT issue hanging there?
When do you need to compromise on something you are not necessarily interested?
What attributes of a job are the most important to you, e.g. industry, functional area, compensation, location, & career development etc.?
If you really want to get into a certain industry, you may want to be flexible with functional area for the purpose to get your foot in.. Once you get in, you may be able to gradually move into your targeted functional area.
With this tough job market, be flexible and don't expect to get all you want.