Pivoting into Finance - Trying to stay in Richmond, VA

I am currently an active duty officer who will be transitioning out of the military to finance next year. I am enrolled in Georgetown's MSF program starting this fall. I am attempting to pivot into finance, with the short-term goal of associate and mid-term goal of getting into Private Equity. The largest constraint is my wife's job in Richmond, VA and her career will always be in Richmond due to its nature in state politics. I'm wondering: what is the best way to break into finance in a middle market city?

Richmond has its fair share of investment banks (Harris/Williams, Matrix) and Private Equity firms (Boxwood Capital, Blue Heron) that are middle market firms. An issue I am running into though is my lack of experience in the finance sector, hence why smaller firms are less willing to take a chance on me to train me up as an associate. There are bulge brackets banks in Richmond, but all of their associate programs occur in NYC, Atlanta, and San Francisco.

Just looking for general recommendations on breaking into investment banking/private equity in a middle market city.

Thanks!