Seeking genuine advice and recommendations for my next career steps after LO

Background: Ivy Master (non-finance major) and have one year of experience as a research associate at a reputable LO. I'm a non-US citizen with an emerging markets (EM) background so H1B visa is something I need to consider. 

At first, the work was interesting and challenging, but I've grown tired of routine tasks like updating models and writing earnings notes (nothing interesting/exciting). As a research associate, I often felt socially isolated and somewhat invisible within the company. It's been a year, and I'm feeling stuck and depressed, especially because I don't have many friends in the city where I work.

I've come to realize that the people we work with can have a big impact on our mental well-being. Unfortunately, my personality doesn't quite match with my colleagues, and I want to leave the firm. Now, I'm at a crossroads, wondering whether I should keep searching for asset management jobs or explore a new path. I love the intellectually stimulating aspects of my work and enjoy data analytics, but the lack of interaction and discussion with others leaves me feeling socially drained.

Any advice or suggestions for my career transition would be greatly appreciated.