Make some showy data visualizations with R or MatPlotLib. Publish them somewhere with a link you can share. Even better if you can handle a little webdev, make something like one of these and really knock their socks off: http://d3js.org/. Have a resume website or fleshed out LinkedIn account that you can share.

Sign up on Kaggle (https://www.kaggle.com/) and start participating in contests. Use this to refine your technique. If you do well in the contests, it will be noticed. Be awesome, tactfully, but publicly. Join their data science jobs mailing list and aggressively pursue leads. Make friends and participate in the community and forums.

You should also be attending events like ODSC (http://odsc.com/). Talk to data science people in your area, make connections.

Get very, very friendly with the features in NumPy. Keep your skills sharp and continue to build them.

You should get paid for what you do. Take charge of your fate.