Soon to be graduating MS engineer

I'm graduating with a MS in mechanical engineering in December and I'm looking to work in finance. I have previously had no finance training and realized I was interested quite late in my academic career. I've identified that I would enjoy research (I struck a windfall and am interning at a hedge fund this summer). Most of my work this summer is researching and modeling companies -- I really enjoy it. Understanding a company's story and developing views is very stimulating for me. While I'm confident I would enjoy being an Asset Management,etc. analyst, I'm not sure if there are other roles that would be similarly fulfilling.

What advice do ya'll have for me in pursuing this? Where should I apply? How do I tell my story best? What would you suggest as a career path in research? What are positions that would let

So far, I'm applying to *bulge bracket banks, working as much as I can handle, and networking in the office.

I've attached my resume -- can I get some feedback on that as well?