Foot in the door - Semi-target school with a solid GPA

Hey all,

I just graduated from a semi-target school with a solid GPA in finance (3.82) and some pretty decent awards and activities. I spent the entire fall semester interviewing with BBs and Investment Consulting firms but I just couldn't land a job. I thought I did great in 80% of the interviews. For one of the super-days, I had to ask to reschedule because it feel on a day with two exams. They let me come in a month later and I did the whole 6 hour super-day with a 103 degree fever and what turned out to be pneumonia. I thought I did really good and left the interview very confident that I got the position. (uneasy on the brain teasers; never been great at those but I tried working them through)

DayQuil is pretty amazing stuff by the way.

The firm didn't offer me a position. The only offer I received was in a corporate finance leadership development program, so naturally, seeing the market capitulate (March), I took the position with hopes that one day I would be able to break into banking field.

I'm studying for the Level 1 CFA exam for Dec 08. I'm also looking into some of the modeling training programs that are advertised to improve my skills a bit. I'll be receiving management training with this job, they also want me to sit for the CPA exam.

I was wondering if anyone could give me their two cents as to the path I started down. Have I hurt my chances of getting in by starting in a corporate finance position? Should I try and complete the CFA levels and accrue some respectable corporate work experience in the meanwhile? (This job doesn't count towards the CFAI work experience requirement) I am interested in breaking into either S&T(I love derivatives) or ER.

Any ideas?

Thanks all