Market Model Risk Analyst - return to work

[Aga]

I want to ask for opinions about breaking into the job market in the US.
I have a master's degree in financial mathematics from a foreign country and a few years of experience as a model validation analyst at a multinational bank. Then I have a gap.
I am trying to find out what can increase my chances of getting seen by a hiring manager and getting hired.
So far, I see these options:

1. FRM designation.
2. Get a degree from a US University (MSC?)
3. Go back to my country where I can still return to my job. Have a starting point from being hired as a model risk analyst but abroad.
4. Find a decent job in another area to have work experience from the US.

I need help assessing what may be the most appreciated in the industry. Maybe it is something else? On the Internet, I can find pieces of advice on what to do during college to get seen, but it's hardly suited to my situation. I can see that many openings are mid-senior level, with some internships. I wouldn't mind starting an internship, but what are my chances of getting one if I am not a student or a recent graduate?
I would appreciate any comments if you have any thoughts about my situation. I am very determined and motivated but want to invest my time and energy wisely.