Math Student internships?

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In my 3rd year of my math/stats degree and I have a personal interest in data science/data analytics. But I'm scared I fucked myself by doing a math major instead of a cs degree.
I just applied for some internships (a few data science ones, a data analyst one, data entry internship and one in application engineering) I know I will probably not hear back from any of them though. The qualifications all seem to prefer or some expect you to be pretty proficient in multiple programming languages. I always thought with student short term internships you learn the program or software as you go or during a training period but that doesn't seem to be the case.
Disappointed with my whole degree because for these internships employers will choose a good CS student over me 100% of the time and I'm worried this will continue after I graduate next year. In the meantime I will continue to teach myself on the side how to program-right now I can get by in R and Python a bit. In the meantime, what types of internships positions could I be looking for? I don't like the idea of doing one at a bank or a place like that but maybe I would have more luck applying to more finance-y internships for this summer?
Thanks in advance for any help, it is very much appreciated.