There's so many possible answers to this question but the easiest possible one is to go to a conference in the industry, on your company's nickel if possible (trivial), and start making friends. Or you can use existing contacts in your Fortune 50 network and get warm intros to the right sort of people at peer firms, clients, vendors, etc. Or, since I'm guessing one does not become an Internal Auditor the first day out of high school, you work the alumni network at your college.
Also, even if nobody in your industry blogs, doesn't mean you can't start to generate a portfolio for yourself. How many blogs have you ever read by Japanese salarymen who do Enterprise Java development? Can you think of any which had an article or two that suggest maybe the author is smart enough to take out for coffee? (You can totally do this without bringing down the wrath of God on yourself for spilling company secrets. Just talk in very general terms about challenges in Internal Auditing and how one could overcome those, optionally with heavily anonymized anecdotes.)
Almost hate to say it, but this is where a place like LinkedIn can really shine. Almost any profession has one or more interest groups on there where you can share stories with folks of a similar interest. You do have to be careful as more popular professions have their share of groups that are little more than recruiters and desperate job hunters in a mortal spiral. But reading for a while before joining can usually help you steer clear of those.
Agreed. If you don't have the network to find a job, create it. Cold calling/emails is a pretty inefficient way to do it, but it does work. Figure out what kind of job you want, find people that have that job and start talking to them. The most important thing is DON'T ASK THEM FOR A JOB. Just ask them how they got there and what advice they have for you. I've gotten more job offers that way than any other method.
Also, even if nobody in your industry blogs, doesn't mean you can't start to generate a portfolio for yourself. How many blogs have you ever read by Japanese salarymen who do Enterprise Java development? Can you think of any which had an article or two that suggest maybe the author is smart enough to take out for coffee? (You can totally do this without bringing down the wrath of God on yourself for spilling company secrets. Just talk in very general terms about challenges in Internal Auditing and how one could overcome those, optionally with heavily anonymized anecdotes.)