The counselor at your high school may have knowledge about the internship openings in your area. Also you can search websites such as Glassdoor or Indeed for internships in finance. Typically, I would start applying very early (i.e Fall for the following summer). However, there is always a possibility to find an internship opportunity last minute as some students who may have received several internship offers from different companies will have to decline all offers but their top choice. This will allow an opportunity to enter as last minute applicants.