Looking for an unusual internship over my senior year summer

So I am majoring in finance and I would like to attempt to get an internship under my belt before going to school. I am probably going to go to IU and do the ACE Program (I also got accepted to Stern but it is too expensive). MY question is do you think it would be possible to get an internship outside of the US. MY ultimate goal is to work finance in Malta so my question is do you think there would be any chance at all to intern there this summer. Also I live in the US just to be clear. Finally if you do think there is a chance would you just cold call them or what. Thanks in advance.