You can start searching for vacancies in company websites, or try reading publications pertaining to your field. If you are in banking, magazines like The Economist, Fortune, etc, have some mid to high level vacancies they advertise within.

Not to discourage, but getting an H visa requires sponsorship from a willing company, some of whom might tell you to shoulder costs. Also, bear in mind there is a cut off every year, and your best bet is to deal with this matter with an immigration lawyer. These lawyers wait for October of every year (when US Immigration offices start accepting H visa applications, and once they get the required number per country per year, then the window is closed. This "period of accepting applications" only lasts a few days.

You will have a better chance of getting that H visa if your sponsoring company is big, like Citigroup, Morgan Stanley, HSBC, Bank Of America, and other big players.

Good luck.