Do you ever think of why the people who hold PhD still apply for the Financial math program in Courant? It is because they cannot find any jobs in street relying on their PhD degree. That might be cruel, but it is sort of the truth.
As far as I know, the PhD program in Courant is irrelevant to Financial math , and probably you will end up to take a MSE program again after you get a PhD as others did in Courant as you noticed. And it is not a extra 3 years , it might be extra 5 yrs or even more, depending on how well your project goes and your advisor's personality.
So unless you want to give yourself another possibility of academic road or your PhD thesis in Courant is closely related to the financial math, i don't think it is a good investment.