Can't see how research would really lead you through to IB, more to the buyside.
I am a little muddled on what you are looking to do - you mention FI & derivatives, which no Investment Banking student ever shows the remotest interest in (they might have a dabble in options, simply to try and see values in restructuring and bankruptcy). Research might lead to S&T, but I don't see how it would feed in to IB at all, certainly not quickly (perhaps maybe in healthcare?)
It is certainly tricky without an internship, but you haven't had the opportunity being PT. As you are at a firm, why can't you speak with them? That might be your best lead.
I do know of some firms that have taken IB associates without internships, but that was before the new world order happened. The real issue now is that there are a lot of people with experience and their licenses who are out of work.
Not sure how you are at an Ultra Elite PT program either, but that is by-the-by.
Find out what's new at GMAT Club - latest features and updates