FT job

I am a senior at an Ivy and was not given a FT offer from my summer internship. There are astoundingly few firms doing FT on-campus recruiting - essentially 10 or so quant hedge funds, 2-3 PE shops, ~5 lame mutual funds, 2 BBs, though the usual consulting crowd is there. I have two general interests for FT work - trading (was a commodities trading SA) and VC (no experience at all, but find technology exciting personally).

The difficulty of getting a job this year through OCR has dawned on me, so I am considering making a list of other companies in my areas of interest - trading: HFs, energy companies, foreign sell-side banks; and VCs - and essentially cold calling them for a job, perhaps through an alum if I can find one. To those here that have successfully found jobs/internships through cold calling - please share your story/tips/advice with me in this thread or through PM.