I've got offers from Bath, Strathclyde and University of Glasgow for MSc Finance. Which one has stronger alumni network and international connections in Asia as well as Europe? Which one should I go for?

Have you considered the FT MiF ranking?

Yes I did. Strathclyde is ranked 33rd and 93% of the students find a job within 3 months of graduating. The strathclyde website says that its MiF is ranked 2nd in UK, after Bath.
My primary concern is whether the business school has good international connections or not. Because it's not so known in India.

Well, this approach might be helpful: How to use LinkedIn to find the best school www.find-mba.com/board/33571

Obviously these schools are not in Asia. If you want good connections in India, then why not take a masters in finance in India and Singapore? Surely you'd get a better technical education there?

Why not ESSEC? Its Advanced Master's Degree in Financial Techniques is ranked highly in the FT's MiF ranking and has campuses in both Europe and in Asia. There's also Grenoble...

Because advanced masters can be opted for after completing masters! Check their eligibility criteria for the programme!