>>942781Start trading in your free time. Experience is very important. It's pretty bad to go into an interview not knowing anything about or having any experience with the job. Plus, you won't have anything to talk about during the interview. You can trade paper money on a market simulator or put $500 in a trading account to help you follow markets.
Obviously your #1 priority during undergrad is to study and get good grades. Good grades gets you interviews so don't overdo the trading.
The other important thing is to apply for internships as early as possible. Think about applying the end of your sophomore year, but you absolutely want one between your Jr. and Sr. year. Having interned at a firm gets you a foot in the door.
The last thing I can recommend is to network. Business is all about networking, especially in fields like banking and general finance. Any idiot can do a bunch of accounting work, people would rather hire someone they know to do it. Even as a trader, 75% of my firm all knew each other outside of work in some form or another. Most of the time, we hire people based on recommendations or referrals before we go through the exhausting work of plowing through a pile of resumes. I didn't know anybody in the firm so having experience trading and having had good grades is what got me the interview.