Strong Analyst with No Job

Here's the story folks.

I recently worked at a small company with a couple software products being built to help run the financial modeling and help implement some new reports, designs, and tools. Didn't have performance issues as the company wrote me an excellent letter of rec. Ultimately, they gave me a couple of performance related bonuses.

That strategy to build the software eventually fell through because the software guys didn't do a good job on the rollout and the operations team working in the business became frustrated with it, so the company bought into something new that already had a lot of tools and switched the whole strategy up.

Given that the team is small and they felt like operations/inventory is more important, I'm out on my ass. It's understandable as you have to think of day-to-day first, then strategy around that.

Now, I do have the potential to find a good role because I know I'm capable of getting in somewhere new and being successful, but I've only had about 5 total interviews since November. I have gotten many more recruiters than that on the phone or have even met in person, but they have not been all that helpful.

Firms I interviewed with so far: Corp Dev at a large, fortune 500 company-->said I didn't have enough M&A experience; Analyst at small healthcare rollup-->liked me, but said they needed someone with more due diligence experience; larger roll-up consolidator PE firm-->>have no idea where this one went; FP&A at one of the most prestigious firms in the gaming and lodging space-->>still active, seemed to really like me, but who knows.

I really want to work in a place where I can build relationships with financial modeling/analysis work. I was considering doing some models and putting together a write up. Maybe I'd start in alternative investments in AM or something and see where it goes. But I need ideas on how to go about this or at least on what my realistic options are.

Networking with alumni is not all that helpful as most alum work in very scattered places where I feel uncomfortable because the career track is so precarious. I've spoken to some people in my network, but that hasn't come through with any luck so far, as well as there aren't many in finance to begin with. More seem to be in Compliance than anything if working in finance companies.

How do I get my gameplan on track here? Open to all suggestions. Really need the help to get back on my feet here within the next 1-2 months.