Switching to Finance -- Best Route?

Hi,

I am an engineer with a Master's degree from a top school. I have been working as an engineer for a few years and would now like to switch to finance. I have applied to a few financial engineering programs. I have also passed CFA level I in December.
Having a few months before the financial engineering program begins, I would like to use this time to work in a related finance position in or close to NYC. I obviously have a quantitative background which I would like to ultimately leverage but also have interests in global macro and portfolio management (Asset Management.) Would be quite flexible with the pay (even no-pay is fine as long as the experience is valuable.)
Can anyone suggest where I should be looking for jobs fitting my interests? Any other comments or ideas? I'd appreciate any thoughts, positive or negative both equally welcome.

Thanks!