Banca d'Italia (roughly the Italian equivalent of the Fed, except that, since the introduction of the Euro, all countries using euros as their currency, including of course Italy, have "outsourced" monetary policy to the European Central Bank) uses Python, is very happy with it, and plans to extend its use. The talk I'm pointing to is in Italian, but if you search around for the authors I think you can find similar papers of theirs in English.
Sungard's FrontArena, a widespread "next generation cross-asset trading" system, uses Python (e.g., see here).
This post gives a good summary of Python use in banking (as of a couple years ago) with focus on the City of London.
Considering how banks like to "play them close to their vest" I think it's amazing that there's as much information as this about the use of Python in banking -- if these few cases "leak", just imagine how many must be staying under wraps!-)