Unfortunately in most cases non-US citizens here on a student visa are not allowed seek employment outside the campus.

When I was doing my MBA on an F-1 visa, I was working as a teaching assistant at the school. This allowed me to join a Federal Teachers Credit Union, which issued me my first credit card (no annual fee) despite having no credit history. I also got my first car loan through them after a year of having the card. I paid off that loan early; after that my score was already 700+ and I was eligible for any credit card I wanted.

A student credit card like Capital One is also a good alternative for building credit history like the previous posters suggested. Either way, it will probably be at least a year before you're able to apply for the lucrative offers like Citi AA. Your parents won't be able to apply for any cards unless they have SSN's.