Industry experience is of little practical benefit to be honest. If you're half decent technically then you can pickup the concepts behind whatever products you are dealing with pretty easily.
What you do need to so though is break into the club, at least you recognised that much. My advice is to accept than to get that foot in the door, you are going to have to make sacrifices. Personally I had to work away from home for six months on contract, maybe you need to cut your pay expectations, job grade, specialised field or something to get that first role, but once you have a financial services job on the CV, you're 'in'.