Congratulations of your admission. Below are some information and thoughts. Hope it helps:D
1. Most of the previous graduates went to industry, mainly in desk quant, trading, risk management, IT, consulting, etc. Though this program is not tailored for M&A advisory and investment banking (not so popular in Switzerland), nothing prevents you to do that.
2. A few students enroll in PhD in finance program of Swiss Finance Institute - Leman. I suppose you have a solid economic training and are comfort with advanced math tools, as we are strong in asset pricing and corporate finance theory, especially for theoretical asset pricing which has an established collaboration with Stanford and Princeton. Contingent on your distinctive academic achievement, there would be a good chance to get into a top finance PhD program in US. Also, your undergraduate degree and some standard test scores should be competitive as well.
3. The 6-month internship works like this: First, it is mandatory for master student, but don't worry. Our internship advisor has maintained a list of proposed projects from financial institutions that you can basically choose from; Second, you can also try to find an internship by yourself which is encouraged if you can get into top-tier banks (e.g. GS, MS); Third, you still need to prepare for several interviews. Again, don't be panic, most of the listed-company has reserved positions for our students; Fourth, some positions do require you to speak French or German.