Stick with INSEAD.
As for the job thing, just do whatever you can to secure *a* finance job. In this environment, you can't afford to be picky.
Yes, the ideal world for you since you want to do IM is to get an IM job right away (and of course milk your family connections as much as you can). Go after banking jobs, research jobs, commercial banking, etc. Sure, some jobs don't have a direct path but you either have the choice of just giving up now, or doing whatever it takes to get *a* job in finance as a career switcher and figure it out a step at a time.
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