Breaking into Finance in California from Canada

Looked around on the forums, last relevant topic was from 2010

Introduction:

I'm a 2nd year student. Commerce Major, Finance Specialization, UBC Sauder.
Before entering 3rd year, I'll have had 2 internships at the same Alternative investment company, and 1 internship at a big 5 bank doing S&T on their swaps desk.

My grades are pretty average, only have 1 course below 80% but my average is 84%, I have almost 0 extracurriculars because I think they're a huge waste of time outside of social skills gained.

I can program fluently in VBA and Javascript. (Not sure if programming in VBA even counts now adays though lol)

Question:

I love the markets, even after the mini-panic attacks I get after working the 17th hour. But I really, really, want to work in California. I grew up in Canada with citizenship, and I have no idea how I'm supposed to break into capital markets in california.

I don't care what area of capital markets I go into, as long as I get to take a view on the markets and use my brain and develop my skills.

Can anyone offer maybe a bit of advice over the phone or a comment, on how I can break into the capital markets in California given my background?

I don't mind taking more internships, delaying my graduation to pursue more relavent courses, or working less-relevant jobs if it means I'll get to california & capital markets before I turn 25. (I'm 20 right now).

Solutions I have in mind.

1. Somehow get a H1-B sponsor in new york, work a few years before getting to california if that makes it easier?

2. Join a big canadian bank after graduation (22 years old), work a few years and then request an internal transfer

3. Miraculously find a company offering h1-b visas in California?

I would really appreciate any advice I can get! Thank you~