Searching for first internship or job in NYC

I am graduating April 2018 at Smith School of Business as an exchange student. I am originally from central Europe. and would like to stay in New York City for an internship. I applied for some and also for some job positions, but I didn't get any positive feedback. I have my cover letter and resume written by standards in Canada. What am I missing? How should I approach to be successful? Does a sponsorship makes a problem for companies? I am also open to any opportunities that are in Brooklyn, not just Manhattan. My primary industry is finance or finance related jobs.

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