How do you get a job in business or finance while you're on F1 (OPT)? How do you transition to H-1B once you get a job?

Applied to few jobs already but they're not interested in interviewing because they want U.S. citizens or permanent residents. Any tips, suggestions, success/experience stories would be very helpful!

The applicant:
- Received BBA in Nepal and has some work experience (about 2 years) in Nepal
- Finishing up MBA from a US university but has no relevant work experience in the US
- Currently on F-1 visa, waiting for OPT authorization from USCIS

Thanks!