Working in the US

Hi all,
I am an Italian student, just starting my second year at Bocconi - MSc. in Finance. Among the others, I would like to apply for a summer internship (at UBS) in New York. I totally ignore how it works to get an internship in the United States.
Is it feasible for an Italian student ?
I know I have to ask for the Visa, but do I need a sponsorship from the firm? What other procedures are needed?
Is it convenient to try, or it is very uncommon to being selected for an internship in the US ?
More to come...

Many thanks,

P

 

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