Yes, I was interested in doing some work in stochastic programming in finance. But I did not get into the schools i applied to. I might try again next fall at other universities that i could not apply as the deadlines had passed.(took my GMAT in Jan).
I always have an option of continuing my IE degree and doing some work in operations and financial engineering too. I didnt say i was going for a IE Ph.D. I was looking at this option as i did not get into any finance programs. I know its nowhere near a Top school Ph.D, but I might save three or more years and can still do some work in finance.
PS: Universities like UF (Gainesville) and Columbia offer a IE Ph.D with a concentration in financial engineering/quantitative finance.