If you're looking to work in finance, try switching directly into a finance job before putting down the money for a MBA or MSF. You'd be surprised how receptive the finance community is towards programmers.
Look for a job in Sales and Trading. Bulge bracket banks love programmers and quant types for trading. It's hard to get an interview by just applying on a website, so you'll want to reach out into your network and see if you can get someone to pass your resume to HR.