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I recommend to proof yourself first, I mean go out and do an 'internship' with a company. Of course, the first approach should be talking to the company and letting them know of your plan. Here is my suggestion to you - again as a suggestion. Ultimately, you decide what is best for to succeed:
1. Meet & greet with company executive or manager
2. Set plan to be an intern for 3 months or maybe 6 months
3. As an intern, you will work/collaborate with current business team so you can help/suggest/implement new ways as an improvement to their own process. It could be from a simple process to a more complex collaborative plan between multiple teams. Of course, all while learning and getting experience for yourself.
4. Part of the plan at the end of internship is to obtain a written recommendation letter signed and approved by company's executives. This is for you to help build rapport, references, and a great way to add this letter/references to your resume for future use.
5. I would even highly suggest to do this with 2 or 3 companies so you can learn as you go along the way. Of course, maybe build relationships with those companies for possible future business paths.
Hope this helps you. Good luck!