To be honest, here's what it looks like:
- There is very little finance recruiting. Big banks are not hiring. You'll have smaller firms coming on campus like Nomura, Lazard, and Evercore, but if you want to work for Goldman or MS, you have to either apply for the summer internship or apply back to your country.
- Consulting is the most popular choice right now, as the finance folks switching to MBB. As you can imagine the competition is fierce. As far as I know, you'll have a much higher chance of getting hire if you apply to your home country. A good thing for big consulting firms is that after 1 or 2 year, you can apply for a permanent transfer to another office.
- Top business development jobs are also tough to get into. Most strategy programs only hire 1 or 2 people a year.
If you can get one of those top jobs, you'll have your visa taken care of by HR.
For smaller firms, it's a lot harder to get visa sponsorship.