I would have to respectfully disagree with Neha here. Your GPA is incredibly important and with a 2.2, you're in the woods. You're not even playing from the rough, much less the fairway (golf analogy anyone?). So two things - I'll keep this short and sweet:
1) Take your GMAT. You have to take this.
2) Find a place to take classes to improve your GPA. Pick a known and reputable program and choose classes that show dedication and tie in with your story. E.g. if you want to do financial risk management, take some quant or finance courses, etc.
Look - the unfortunately honest answer here is you HAVE to fix your GPA. Even with a great GMAT, that won't carry you in terms of your academic profile. But, with a 2.2, you have even less wiggle room on your GMAT. So not only do you have to fix your GPA, you have to crush your GMAT.
BUT - don't lose heart man. Put together an action plan with defined goals and work diligently towards them. At this point, you're in execution mode. Set targets, and knock 'em down. You know what you have to do now go get it done.
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