Here is how I did it:

So in school I majored in poli-sci but taught myself finance/accounting/investing by going to the library and reading books.

When I graduated from college (about a year ago) my ultimate goal was to land a job at a hedge fund. But it was pretty tough because hedge fund jobs are hard to land right out of school. Academically I was unimpressive, and I went to a state school.

Along the way (starting when I was a jr in college) I ran an investment blog where I posted ideas and commentary. I really pushed to put up original content and try to build myself into a brand for my niche in investing. This worked out well - After about a year of doing it I managed to get posts linked to by the NYT Dealbook, WSJ and FT blogs.

The blog helped in two ways. I was able to make a lot of contacts with people who were already in the field, and then with those contacts I was able to come to them for advice. So I would send then investment write ups I was working on to get their take on how to improve my process and make my process more professional. In turn, they shared a lot of professional resources with me. The other way is that it just helped get my name out there, people would use google, find my posts, and e-mail me. I tried to be really approachable to my readers, I was always willing to chat with them on the phone.

Once I got my investment process down, I applied to two investment clubs that are pretty tough to get into -- it is entirely based on an investment idea you submit in your application. I got into both which was really helpful in conveying my investment analysis skills.

Then, I took an unpaid internship with a small fund manager in my home town (I live in the south) who I admired. I got a meeting with him by sending a package to his house with a couple of investment ideas and a letter which described why I wanted to work for him. This was a pretty hands off internship, but it helped again in allowing me to get the criticism I needed to improve. He would assign me a company/industry to look at and in 2 weeks we would meet up and discuss my work for a few hours. I did this for 6 months.

Eventually, I started getting e-mails from people wanting to interview me for jobs. I don't know what quite happened, but something clicked. I never advertised that I was looking for a job, but on my blog I did say that I recently graduated from my university.

In the summer, a portfolio manager at a fund that I never dreamed of being able to work for (most of their employees come straight from Ivy League schools with plenty of work experience, the firm's founder is pretty legendary and widely read) reached out to me to talk. I thought it was just a networking call, but at the end of our conversation he made the offer to fly me out for interviews.

I flew out twice and managed to do well in both rounds. So now I am here in a place that gets a lot of snow, working for a fund that I absolutely love.

When I look back on it I think the keys were really figuring out a way to stand out from the crowd (my blog) and then reaching out to professionals in the field to help bridge the gap from what I learned by reading books and what they learned from their jobs. I had a lot of luck in meeting good helpful people that were much more intelligent than me.