I agree, and Guide 2.0 explicitly says that for things like internships "you should press every button you can find". This is run by the EU, which means it will be at least partly screwed, but well funded. Note that there are no headhunters there, they don't like us any more than we like them.
At the very least it is practice, which with all due respect to everyone around here, you need more of.
As a headhunter I can tell you that a small number of candidates have sufficiently impressed the recruiters from HR that they try and find you a slot, not great probability but >0 and with positive NPV. One did so well, that HR at a top global bank asked me to help her find a job at the firm.
Odds are against someone with any particular quant focus being there, but they will have staff with respectable pattern matching skills.
Thus you need to drop various buzzwords into the "informal" discussion, "top of my class", "stochastics", and "visas are obviously not a problem", you don't need detail, nor will it in most cases be understood.
Be aware of the limitations of the people you are dealing with. If you take one thing away from what I am saying is that if you ask more of someone than it is in their power to give, it annoys.
They can't give you names, or (usually) set up interviews.
They can give you their card (get this if you possibly can), and you can do follow up.
They can get back to you, but you need to gently chase. (send a CV reworked to include the buzzwords you picked up as being useful).
Don't ask them what they are looking for, because it is too general, so the answer may be far deeper in a direction of no use to you, or generic "bright numerate people".
"What sort of roles do you have for highly numerate people ?" is a good conversational gambit, because they will know, and you have delivered a message about yourself.
The self image of most HR people is that they are very overworked, and to be fair it is often true, some of the ones I talk to do longer days than the people on the front office desks.
Dress like you are meeting a girl/boyfriend's parents for the first time, not formal, but shirts are good, jeans are bad. Smile, and do your best not to come across as arrogant.
