two different things: corruption and illegal activities happen all the time in the Corporate America. Finance, Tech, Auto, you name it. That's one thing and that's where (I believe) your comment is coming from.
Second thing: you will have much harder time becoming manager, doing important work, becoming CEO, etc in company that is not directly in your field. It gets worse. The Companies tend to get rid of employees who are not their "main line of business" in the economic downturns. In other words: your job as a developer or IT engineer at a large bank or hedge fund can (and will!) be outsourced easily if needed. They are not an IT company! They could care less about agile or not using Ruby or Java or Perl. They are financial insitution. You are there to make their infrastructure work. If not you then someone else. If nobody else, then India. You are not their core business. They have you as a nice to have extra because times are good, extra cash is there and someone thought it might be a good idea to do it in-house. On the other hand Google, Facebook, MS, etc -- they live and breathe technology. Your Manager won't be a dude who doesn't care about technology. You won't be treated as the proverbial "fifth wheel in a car". You are the core business here. On the other hand, here is the place, where employees running books can be outsourced at a CEO grim. Let ATP or someone take care of that crap!
I can't believe talented computer scientists would go to GS to waste their time building great stuff for a company that will put them to jail for many years if they put some of the HFT source code on the public server.
I don't think Google or Facebook would ever do that. The same way GS would never try so hard to jail their traders for inside trading.