you thought you are the only one thinking about getting 2-3 years experience in US then come back to China? I can tell you 99% of the people I met thinking about the same thing. However, you can not change the fact that companies in US hardly recruit MSF students these days.
Companies in US believe finance knowledge can be learned much quicker at work than at school. They interview you mainly because they want to see your skills and whether you have good personality. That's why on a video showed by Goldman Sachs when they came to campus for recruitment, they recurit people from various backgrouds, as long as they are good and can fit into Goldman's culture. They even hired a history major student to their investment banking division.
Unlike MSA, you will never see a MSF which requires finance background because MSF is for people who did not study finance before. Most of the stuff you learn at MSF are taught in undergraduate as well. That's why even if companies want to recruit someone who has finance knowledge, they can easily hire a business school undergraduate student. They received 4-year well-rounded education in US and most likely have better communication skills than the majority of the MSF students, since most of MSF students are foreign students.
For the more technical oriented job, MFE have an edge over MSF since MFE can claim that they have the quantitative knowledge and the analytical skills. For a more general position, companies usually look for bachelor students for the reasons mentioned above.
Furthermore, there are few top schools which offer MSF programs, but all the top schools have strong bachelor programs, and many have MFE programs as well. Top schools students enjoyed excellent alumni networks and strong school reputation. Therefore it is much easier for top school bachelor and MFE students to look for a job.
All being said, the ecnomoy nowadays makes getting a job hard for everyone. But I think the situation is even worse for MSF students.