Network building

Hi all,

I am an Australian and about to start my masters at a top U.K. school in accounting and finance. I am keen on returning back to Australia after the masters, hoping to landing a job within IBD. I was wandering if anyone has any advice in regard to developing a network in Australia whilst living in the U.K.? Do cold messages on LinkedIn work?

My professional background consists of two finance related internships in New York and London as well as published two econometric working journals in agricultural economics.