I've interviewed with plenty of financial firms (large banks, asset management companies, smaller trading software firms, etc.) for engineer positions. The interviews are focused more on concurrency primitives, language features (knowing your tools), and database features (it's just too important in the financial world), with a bit of puzzles and basic computer science thrown in. It's not super hard, but it's also not a walk in the park. The questions are slightly different because of a different culture, but I can't say that it's radically different from a tech company interview, nor is it significantly easier.