Get your resume, cover letter in top shape. Pay to get professional advice if necessary. If your resume does not pass the snip test, rest is irrelevant.
Put together a pitch of yourself and learn how to sell it. Networking with everyone you can.
Do mock interviews, practice your quant interview questions.
And apply, apply, apply.
Some programs will provide a lot of career services help but most students will have to work really hard to get an internship. People usually start preparing for the internship when they start the Fall semester.