How does Self work sponsor work in this situation?

I am an accounting graduate student, and finding it difficult to get a job that sponsors. The big accounting company that could reach me have said that they do not sponsor for entry level position or associate but for seniors or higher positions. Due, to the same reason of not providing sponsorship, I am not even able to get a job on the basis of OPT.
I was wondering if I could sponsor myself. I would like to know how it works and also, would like to take your advice on the same.
Another thing I just want to clear is that, my OPT starts on 03/01/2016; If I get a job, can I self sponsor for H1 by April 2016 and also work at the same time?


There is no option to self-sponsor for H-1. It needs to be done by an employer.

BTW, remember that you can only stay unemployed for 90 days during initial OPT period.