Hi, I had a similar experience coming out of undergrad with a B.A. in anthro and economics. I applied to a couple financial analyst positions, and landed on a valuation/litigation consulting position, where my research skills in anthropology played a major role in getting the job. Prior to graduation, I had also taken corporate finance and public finance courses to transition into business. During my interview, several of the questions asked where problem-saving, research-oriented questions (i.e., "how would you find information on company x if it's privately held?"). If you'd like to get into finance, I would suggest some self-study, know what an income statement and balance sheet looks like, and demonstrate your commitment to the transition.
It won't be easy. I spent the first 6 months working 80+ hour weeks to familiarize myself with finance and valuation. But what I found was that my anthro skills really helped after those first 6 months. For example, my writing skills were strong, and my approach to problem-solving was out of the box (honed through looking at situations through multiple lenses), so I was assigned to more complex projects.
I wish you the best in your transition. If you need specific advice, feel free to PM me!