It isnt something that you can really compare to IT in other industries though - the pay is very good in the city & junior analyst or developer with financial experience can earn a lot more than a more senior analyst or developer who doesnt work in finance.
I only work for a vendor (our clients are all banks/financial organizations) and the pay is probably a lot better than pretty much most other parts of the software industry however it is probably a bit less than Id get in the same role at a bank - some of the guys whove moved to work for one of our clients have done very well.
I reckon the internship would be worth doing IMO
something you might like to look at if youve got some spare time:
http://www.city.ac.uk/ell/cfa/computing/computing_programming/financialengineering.htmlthe course is run by a quant from Barcap so could be very useful to your career in fact