What counts as relevant work experience?
You should mention work experience (including internship) in the financial industry in your application, as well as that that involves relevant skills (e.g. software development, economics, statistics, mathematics, management consulting, etc.). Work in areas closer to those in which you expect to find a job upon graduating is most valuable, typically in the form of an internship or employment in an investment bank or a hedge fund. This also helps in the future when seeking a full time position with a similar employer.