Best advice I could give is to leverage the contacts you have. Not just your friends, but also potentially your professors. They might have more contacts in finance than you know. A lot of physicists end up working as quants in finance. You might have to relocate to London or Germany (not sure what the outlook is over in Europe currently - my experience is entirely US). Hedge funds and the like will generally sponsor visas in the US, but you might have to seek them out more than expecting to be actively recruited, especially if from a more obscure school (and I do not mean this derogitorally). Most HFs usually have a small set of schools they actively recruit from, usually top tier (perceived) schools in the US in either finance, math, physics or engineering.