job advice

I graduated in May, and have been looking for a job since. I've been on scores of interviews, and have spent my time doing a combination of applying for jobs, studying for CFA, interviewing, and making contacts. So far, I haven't been able to land anything that would really benefit my career, and so I remain unemployed and underwhelmed. I'd like to break into ER, but am also considering PE and IB. My question for you all, employed and unemployed, is where do I go from here? What could I be doing differently to separate myself from the other recent fires or graduates? I'm not located in a Financial Hub, I didn't go to an Ivy League, and my credential are strong but not epic. What should I do? Feel free to share any experiences or insights you may have. Thanks in advance.

I was offered a Transfer Pricing consultant job at one of the Big 4 firms. From reading the job description, the role seems pretty interesting and from talking with people in the field, it seems as though a lot of the work one does as a junior is similar to those in the finance industry (industry and company analysis, economic analysis, data scrubbing, modeling, etc).

Although I am looking forward to this job, I am also kind of worried about my exit opps if I stay in the industry too long. One thing that many people have warned me about is that Transfer Pricing is a very niche area and one person compared it to having "golden handcuffs"; the work is fairly interesting, the pay is on the high side at the Big 4 firms, and the hrs are fairly good, but because of the specialized nature of the field, exit opps could be limiting.