I heard it's the same way at Stanford. CS, math,physics and engineering majors go to Wall Street, consulting, or Silicon Valley. Guys from Caltech frequently go to either tech companies, Wall Street or Grad School (and research/academia). Ironically, engineering firms (like Bechtel) don't attract as many engineers to build things like bridges because they can't pay as much for them. They get their engineers from less hyped schools.