Well if you don't have data already, it's best to get some, generate a hypothesis and figure out what analysis you need to do. e.g. in undergrad, I used the British Household Panel Survey to conduct longitudinal analyses on Job Satisfaction and hours worked with controls such as income level and number of family members.
A few links here for free datasets:
UK Data Service - thousands of datasets from UK
ICPSR - thousands of US datasets, primarily from academic sources
Census - US Census has tons of free data
Quora - a billion more
Alternatively, find a passion and pursue it. For instance, I'm working on developing algorithms using regression modeling, HLM, decision trees, and machine learning on football datasets. I want to have it done by July so that I can predict best bang-for-buck players and crush people on FanDuel, Draft Kings, and other such websites where people choose players to win fantasy football.
Yeah networking is the easiest, but the majority of my jobs were actually cold developments so take it with a grain of salt. But it's the best foot in door technique e.g. when I was applying to Facebook and Google before I was hard recruited by another company, I made sure to stay in constant contact with someone I met on LinkedIn who would vouch for me when application came in.
Cold Calling is all about assertiveness. For instance, in the Director of Research position that opened up, we were told an external person would be hired. I set up a meeting and creating a pitch deck/ppt to discuss why I'm qualified, roadmap, and strategy, which has now led to them asking me to meet with head of HR and CMO.
Just be knowledgeable, prepared, and passionate and you can truly do anything.