I am more or less in the same situation as you are. After careful consideration I decided that I should abandon academia for good. Because as far as I have seen your career in academia is very dependent on where you start out. If you do a postdoc in University of Nowhere the chances of getting a decent job after that will be even lower than it is now. There is a temptation to think that by hard work you can compensate for the bad start in your career, resist that temptation.

As it stands now I will be applying for finance jobs later in summer. Consider applying to big traditional banks (J P Morgan, Chase Manhattan, Wells Fargo, ...) investment banks (Goldman-Sachs, Morgan Stanley) and big hedge funds (Renaissance Technologies, D E Shaw, Citadel). If you want more info about 2.5 years ago there was a small article in Notices on the transition from academia (specifically math) to finance. The author had a Ph.D. in number theory and went on working for D E Shaw (PDF): http://www.ams.org/notices/200806/tx080600700p.pdf

Also don't worry about the state of financial firms. They have fully recovered from the effects of the great recession of 2007-2009: http://motherjones.com/kevin-drum/2011/03/chart-day-finance-back