At the bank I work we use Matlab, when I'm working I tend to do things in the Octave's CLI for prototyping and only translating it to Matlab if others need to work with it.
EDIT: Also I work with Python, and prefer it to Matlab, although not much for numerical stuff, the majority of department are civil and mechanical engineers who are not that computer savvy as electrical/computer engineers are, they generally know some C and Matlab.
Interesting. Then again, I lived overseas and the government bank there was an enormous entity that could very well have employed engineers for various reasons. I just had this picture of a Bank of America branch laying its own sewer lines :P
Oh, I work in a private bank, here engineers are used to model risk and other quantitative things, there are many of them in insurance and securities as well. I do not know outside of Brazil but there are a huge pool of engineers here in São Paulo working in the same career paths. Actually I saw a number of engineers in NYC who worked in finance as well.