Transition Pure Math PhD to Hedge Fund

Hello everyone, 

I'm a pure math PhD student in my first summer of the program. I have no interest in academia and would like to make the transition to working at a HF when I graduate. Obviously quant related jobs would be the most straight forward transition, but I think I'd be most interested in working at a macro fund. Really hard to tell without spending some time getting direct exposure to the field. 

A little more background context: BA in math from a no-name school, MA from a target school in a completely unrelated field, worked in clinical research for 2 years and then started my PhD in pure math at a non-target school (currently have a 4.0). I'm also the Managing Partner of a student run VC fund operating out of my school. 

My question is basically how do I spend the next ~4 years in school if I want to get a job at a HF right after graduation and set myself up to be on track to make PM? What should I be doing day to day? What kinds of internships should I be looking for? What kinds of funds make the most sense to try to break into? What positions at those funds (research or trading)? etc. 

Thanks for your help.