Just graduated with no FT job? Don't feel so bad.
The truth is, 1/3 of american college graduates are underemployed. This 1/3 rate holds steady even during busts and booms. When you look at recent graduates, currently 1/2 of your peers are underemployed, with 1/10 unemployed.
Now consider the fact you want a highly competitive finance job. Well, the numbers are against you. My point? Dont scoff at waiting to enter high finance career until after bschool, or working in accounting to then lateral. Take that unpaid boutique internship with a smile!
Keep working at it and maybe you'll no longer be a statistic. Regardless if you make it in or not, you still gave it a shot and the worse you'll end up is average.