Unique Situation (No experience)

I am currently a student-athlete at a large state (non-target) division-one university. I finished my undergraduate studies last year, but am playing one more year of my sport while beginning a master's degree. I earned my undergraduate degree in finance with a 3.9 GPA (34 ACT in high school FWIW). I am in quite a predicament, however, as I have no work experience on my resume as I was required to spend my summers training for my sport. As a result, I did not intern throughout college

I am very worried about my ability to find a well-paying job. I have always had a strong work ethic and am interested in potentially finding work in IB or management consulting. However, I do not know if this is possible due to my lack of experience.

How should I go about this job search? Do I have any shot at an appealing first job? Will I likely have to get an MBA to put my career on a strong trajectory? Is there any way that I can overcome my lack of internship/work experience during the interview process? 

Any advice is appreciated. 

Thank you!