I think what you mean is security researcher rather than security engineer.

The easiest thing you can do is e-mail all penetration testing companies who can find near (or far) from where you live and ask if they are looking for interns or graduates. Even if they don't advertise at the moment, there's a good chance you'll get a positive reply, because the demand is greater than the supply.

Most security companies have a research department which you'll be able to apply for, after you've joined (at least in the UK such departments require security clearance).

Also, having an OSCP or OSCE certificate will definitely get you an interview.