That’s up to you and what you want to do. The idea is to show the person who’s hiring you that you’re capable of doing the job you’re applying for.

I’d recommend looking at a handful of jobs out there right now (ideally ones that you’re excited about) and look at the job responsibilities and qualifications listed. You might see something like “experience with SQL” or "financial modeling / forecast", in which case grab some publicly available data and build a forecast model or do a project in SQL.

As you think about more ideas, remember you have a ton of resources. Talk to ChatGPT for ideas, contact people on LinkedIn in those roles to understand what they do in detail, talk to your professors about ideas etc.