MSc in Finance candidate for 2020

Hi, everyone! I will try to keep this short.

I am about to start an MSF STEM program this fall and have no internship experience in the field. I used to work every summer in between my undergrad to support myself and save up for a great graduate school in the States (I come from Eastern Europe). I wonder where I should put my focus so as to increase my chances of getting a full-time opportunity right after graduation?

Right now I am trying to get into the Private Equity Fund of my school (which I heard is very hard) and/or sign with a company giving a part-time internship opportunity to students. The problem with the internship is that they even make you pay for study materials and people that I have talked to say that they either found it completely useless or even think it is a scam.

Pros: hard-working, 3.94 GPA, great references from school, one of the best schools on the Balkans
Cons: no internship, school is unpopular in the States

Thank you!