Why I'm not getting hire?

No matter what subject you do or what work you ask for the most important is experience related to the Job you are applying. There are many people in the market with Master of Supply Chain Management in US (probably with experience as well) applying for jobs you are applying. Unless you graduate from the top 10 University.

For experience, did you do any summer jobs, you can try to make some relationship between them and the job you apply for. This will help to show them you are mature enough to take the job.

Anyway not having experience is only the excuse of these company no employing you. It is probably your character, looks, dress, grades, sincerity which is causing the problem. My nephew graduate in Hotel and catering this Summer and he go a job as shipping officer in one of the major shipping company. ( although pay is not high and need to work 14hr a day). I do not know you well enough la. I cannot tell you whcih part went wrong. Think about it yourself and try to correct and imporve.
Work Hard and wish you find a job soon.

NO!! NO!! NO!!!!!

If there is a local student and international student who has a visa.... Who would you hire?

The company need a reason to hire you ..... Think about it ... they need to do all of the paper work and answer to the government why you want to hire outsider other than local people.... Eventually they know that you are not looking for long-term in their company .... you only want to stay.... Tell me why they would hire you?

Beside what do you know? Everything you learn from your school is only to show you how Supply Chain Management works~ .... Do NOT think you know everything, they still need to train you.

If I were you, try to look for somewhere outside the city... maybe far away from downtown.... less people, more choice.... after you had what you need.... then move back to city with the experience you gain.... DO IT!!

Do you even have other working experience at all?
or you setting your standards too high that's why they reject you?
From my past experience.
My friend honor student getting A+ in University.
He had difficulties finding a job, I was surprise.
I talked to him what kind of job he was applying.
Ended I found out he only applies for job that in the "management" level.
He NEVER works before, only volunteers in community service.
As far as I know, that wouldn't get him anywhere.
Every company want people with actual working experience.

I know exactly what your situation is. That's why there something called the internship. The problem is do you need money to pay your rent & food now? If money is a factor, I suggest you to really find a any kinda job first, and hopefully move up the ladder in the future.

For some reason, from your wording I can feel that you are in the financial field (hope I am right). You might want to try to go down to a accounting firm to ask for internship. Accounting companies always hiring interns. That way you may gain the experience you need.

You mentioned about your visa status. Nowadays, H-1 J-1 are a turn off for employers. You can't disregard that. A lot of companies look for a long term employee rather than someone trying to get a working visa.

Are you asking for a very high post of the companies (i.e. manager).

Companies in H.K. will perfer to take someone who have experience more than qualification, if you have both you'll be the best choice for them, if you only have either one they will perfer experience, 'cause they don't have to train you anymore and you can start to work immediately. By the way if you study in U.S. , I think they may concern about the system between US and HK. Perhaps you can try to apply for a lower post instead. Good luck!!!