It all depends what you want to do afterwards. If you want to go into teaching or research, I would get a PhD in Finance.
For everything else I would go for an MBA at a top school like Wharton, Harvard, INSEAD etc.. When you get out of there you WILL get a top job, and it doesn't have to be in management. You have the possibility of focusing your program to do mainly finance at an MBA.
An MSc is also an option, and with your background I would recommend one in engineering. Such as the MSc at Berkeley, if you want to be trading for an i-bank or what not I would suggest an MSc in Financial Management as opposed to Financial Engineering.
But all in all, an MBA seems to be the best option for you. Just get it at a top school, because if you are not going to do that you would be better off with an MSc at a top school.
I had a dream, it involved me getting 510 on my GMAT...