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I've thought about it and tried to put some feelers out through connections I have, but it's not proving fruitful. Most firms have set internship times - they can't just take on an intern outside of the season - nor do they seek to.
As Rhyme mentioned, majority of big banks have set time periods when they hire interns, and now isn't the time. That said, you may be able to get on with a smaller boutique firm in your area. I would suggest sending out some feelers to boutiques you are interested in and see if anything pops up.
Check out this awesome article about Anderson on Poets Quants, http://poetsandquants.com/2015/01/02/uclas-anderson-school-morphs-into-a-friendly-tech-hub/ . Anderson is a great place! Sorry for the lack of updates recently. I...