Understand how the business generates money and how you (will) contribute to that. On the scale of "1 - sticking plaster over the problems" to "10 - (re-)write it from scratch", be aware that you need to be comfortable operating at the low end. Understand that Project X needs to be delivered to paying customer Y by date Z. If you've got to work evenings/weekends, hire contractors or cut features to ensure delivery that yields payment, you'll have to do it (or at least convince them you would).
Handling Financial Information
As others have noted, "Security" (authorization / authentication) around what users can or can't see/gain access to, Compliance with legislation (no naked short selling, etc), Accuracy with calculations (understanding limits of numerical representation) and being able to explain your workings to anyone who asks.
Working with Scale
Financial institutions usually run a 24x7 operation on a global basis. There will be load-balancing, redundancy, caching, logging/monitoring, SLAs and likely an army of sysadmins and DBAs keeping things running. If you're happy to deploy fresh code worldwide in one step with no back-out plan, best to keep your resume up to date as that is a recipe for disaster.
Some of the systems you'll work on will be rather dull compared to e.g. iOS apps. You need to be motivated to succeed with relatively small projects and deliver them successfully before you'll be allowed onto bigger things. The monetary rewards will surely motivate you at bonus time, but you need to keep this momentum throughout the year.