I have a different take on this. I have a friend who used to work at a bank as an analyst, and he had a hardcore finance/math background, and was a self-taught R/Python/SQL coder before this whole 'big data' thing became popular a decade ago.

Back then his bank started building a data science/engineering dept, and he jumped ship, and essentially did the same work for 2x the salary. Let me tell you, understanding Black-Scholes and what the data actually means and how to source it, as well as what finance people actually are looking for is a skill that's 1000x as difficult to get as learning R/Python/Pandas etc.