FS is not really a "niche" - its probably one of the biggest consulting client industries out there -along with government.
All the big4 and all the bigger SI's have FS practices and I'd be amazed if any of them make less than 25% of revenues from that industry. That said I would say there is very little to choose between them - they tend to enjoy temporary advantage over each other based on sales pipeline and active projects on a transitory basis. No one dominates...
More pertinent is to identify which niches within FS you wish to target? Hint: Banking and Insurance is not a niche.
Risk? - operational, credit, market?
Operations? Lean, Six Sigma?
IT?
Retail?
General Insurance?
Life?
Pensions?
Solvency 2?
Financial Crime?