Will finish my undergraduate studies in 2015 don't know what to do after.

Hi guys, I need some advice on how I should tackle the near future and what I should do to get the best results.

Jobs that I would like to have: Quant,Financial Analyst,HFT and maybe consultant.
Jobs I would be satisfied with: Finance Division of a Government Agency i.e FBI,CIA or Banking Cyber Security
Ideally I would like to work in New York or California, but the money I will earn will dictate where I will work.

My GPA: Around 3.5
My Major: Finance - Banking
My University: Private university from Romania

Why finance?: Well,I've done some research when I was in high school and I found out about the money most financial analysts and consultants make but also because I wanted to take a different path other than engineering or medicine such as my parents.
I ended up studying in Romania due to my stubbornness and laziness to study in High School and the fact that my father died when I was 15 but I can't really use that as an excuse.
I never pushed myself to do more than it was required and that translated in getting average grades in our Baccalaureate exam(different from the french one) which could have been my get away ticket to get into a good university in the UK.

All this was way before I found out about this forum.I found this place through a book I have read called Young Money by Kevin Roose.
Anyways I actually started putting effort and doing my best in college so that maybe I can have a chance of doing a master's in the US.

The reason I want to work and live in the US is because I am was born in the US, but due to certain family problems I had to live and study in Romania.

Currently i'm really scared of what's coming next especially after I graduate,mostly because of domestic and international candidates which boast with resumes much more impressive than mine(seriously).

I don't really have any work experience other than interning as a bank teller at a commercial bank which was more like a shadowing other than any active participation from my part. They insisted I do nothing other than watch.(LOL)

I've went to job fairs and other relevant events,I also signed up on different job announcements sites to apply for internships/entry level jobs with no success.I regret my actions and have realized what kind of consequences there are when you don't study or do the tasks you must in time and I don't know how I will be able to keep up or be competitive with other candidates my age.

The reason I made this thread is because I want to pursue a master's in financial engineering,computational finance or finance at a university in the U.S,I just want to know what are my chances of getting in a good school and after that scoring a job.Other opinions openly accepted.

tl;dr: I had bad grades in high schools,made up for it in college and got one year left to go before I graduate from a romanian university with no relevant work experience or internships and want to get a master's in financial engineering,computational finance or finance at a U.S university.