How should i approach banks

Hi, I need some expert advice about how to approach investment banks and make contacts with them on a personal basis as they dont do any recruiting at my school. Will meeting the recruiting division be a good idea when i go to new york. I mean is this something like a person can do or do those guys dont want any wannabe to be on their premisis. I am really interested in Finance and i know if i just make a chance for myself i can prove my worth. So basically i am just looking for a way to get an interview for an internship at a bank. Any advice will be appreciated

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