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To get your first job, it's important to try every means possible and to apply for every position out there. Be thick skinned. Be persistent. Be like a mosquito in the Algonquin Park - never give up until you draw blood.
Lots of people get easily discouraged. They easily disqualify themselves. In my experience, very often jobs don't go to the most qualified person. I wrote before about a lady with no programming experience and no programming knowledge got a programming job. She defines the term "thick skinned". She went to many interviews. And the last one, the technical guy couldn't make it and the manager interviewed her. They had a great conversation and the lady was hired. A while ago, a Toronto bank was hiring a SAS programmer. They had to choose between a young man who's totally qualified and an older man who had many shortcomings. Yet they decided to give the position to the older guy because he's from China - same as the hiring manager. And they felt it's much easier for the young man to find a job. Too bad the older guy totally failed the written test later.
You never know why they choose one person over someone else. A guy I know totally disqualified himself even before the battle started. His reasoning? There're so many laid-off people out there with great experience. How can I compete? I told him often that there're many reasons a company could hire him instead of one of the laid-off workers. They probably will pay him a lot less. He's probably much easier to manage. He's likely to work harder. He'll probably stay in the position a lot longer. The manager might be his schoolmate. Or maybe he's simply more likable.
Besides responding to job postings, there're many other ways to find jobs. A woman found a job in architecture drawing through a church friend. A guy I know found his first job by cold calling 1-800 numbers. When he called the company which offered him the job, the old lady on the line said she knew a manager looking for someone. She put him through to the manager and he got a job a few days later. Try to get in touch with people in your field. It's a lot easier to get a job if someone you know referred you.
A very important channel for jobs is recruiting firms. The people there are often called recruiters, agents, or head-hunters. Many big companies hire contractors only through recruiters because of tax and legal issues. A lot of them hire full time staff through recruiters - I have no idea why. I got my first job (full time) in a tiny Toronto company through a recruiter. Years ago, I thought you use recruiters only after you have some work experience. Later I learned that a lot of people found their first job, mostly contracts, through recruiters.
Companies often deal with a select group of recruiters. Each manager often has his own favorites. It's important to get to know as many recruiters as possible. A project in a Toronto bank I worked on many years ago had about 20 people. Half of them came from one recruiter which had ties to the project manager. The other half came from two girls who were friends of the department manager. I wouldn't be surprised if the girls didn't have much beyond a company name. I got in because my boss knew a bigger boss there. A guy I worked with in the states were the architect of the group. The manager trusted him like a God. All programmers there were hired through his company which is probably nothing more than a name. These examples show the importance of networking. And to know the right recruiters who're often small or even tiny and could be even officeless and may never advertise.
The only thing the recruiters care is for the client to hire you. As long as the client likes you, they don't mind who you are. They don't care if you're a cheater, a wife beater, or an ugly fat toad. In my experience, you can be very open and informal with recruiters. I almost always tell them the truth. And try my best to be their "friends" - refer people to them, tell them inside stories of the company, teach them technical stuff, etc.
Recently, I read about a guy submitted by multiple recruiters to the same place. I don't know how this could have happened. In my experience, recruiters always call you before submitting you. In any case, never allow more than one recruiter submitting you to the same project. A lot of companies simply refuse to deal with you when this happens because of potential trouble. It's your responsibility to find out and keep track where you're submitted.
Never trust whatever a recruiter tells you. They're a salesperson at heart and they'll say anything to make a sale.
Don't bicker over the pay of your first job. Grab whatever is offered to you. I would even take a minimum wage. It's the hardest to find the first job. After some local experience, you'll be in driver's seat and can ask whatever the market rate is. If your current employer refuses to pay up, you can always leave. You're in so much stronger position when you already have a job. When I got my first job many years ago, my pay was at least 20% below market. A mere 4 years later, my pay was probably 30% over market. In the same company.
To summarize: get to know as many people as possible; try different ways, even crazy ways; apply to all the jobs you deem appropriate; use recruiters, they're very important to first time job seekers, maybe even the most important.
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