Quote from BlueHorseshoe:
Be obnoxious & aggressive about meeting the people you need to meet. They are important skills when starting out and will most likely count in your favor.
A good way to start is to learn a foreign language and then join a desk in an emerging country.
I've known many a shmoe who got a leg up in one country or another in Asia with little more than a BA and some Chinese/Thai/Indo-Malay skills. Russia might also be good bet? Then again you can go the hard route and stay in NY or London ....