Its my impression that the finance industry has an especially "corporate" culture. Those companies are probably going to place less value on freelance work, open source work, or side projects, and more value on the number of years you've spent working at another corporate company. That's not to say there aren't exceptions to this rule, but I think you'd have more luck if you applied to a company in the tech industry. Those companies are more likely to value self directed work (freelance, open source, side projects, etc). You're going to get a lot of advice telling you to build this portfolio of self directed work, but make sure you're applying to positions that value that portfolio.
I hope this helps, I really wanted to provide better advice than just "keeping doing work, keep applying." It is really hard to get that first software dev job, so just know that you aren't alone in this struggle.
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