This isn't an apples to apples comparison, but according to the Prince, 41.5% of the graduating seniors my year (2008) "who had accepted full-time employment offers by graduation" were employed in the "financial sector" (http://www.dailyprincetonian.com/2010/03/08/25465/).
Not an apples to apples comparison with the Yale article, but my reaction is still surprised that the number is that small at Yale.