Few notes:
1. Do you know about Ramit Sethi? He has tons of free material on finding a job. I would highly recommend that you go through it.
2. How systematic are you about your interviews? Do you have a log of all interviews and questions which you have been asked? I strongly believe that interviewing is a skill by itself. You need to work on it. When I was trying to break in to finance industry, I gave more than 40+ interviews before I could catch a break.
3. I have helped quite a few friends in their job search and all of them ended up in a better place. Though I have never had a chance to work with someone who is a fresh graduate. I live and work in NYC. Please contact me (details in my profile) and I will try my best to help you out.
Good luck.