No such thing. The best OR programs allow you to get a master's in something. So whichever OR program also has an MFE or MSMF or whatever you can do. For instance, if you would do a PhD in IE or stats at Rutgers, you could take a few more courses here and there and get the MSMF. Similarly, a PhD in OR at Stony Brook or Columbia would open up their MFE, and MIT's OR PhD is in their sloan school of management, where Andrew Lo is, and he's the number one theoretical quant.
Oh, and if it's of any use to you, David Shaw himself teaches a bioinformatics course at Columbia (or so I heard). So if he likes you, he might hire you to his hedge fund =P.
I'm skeptical about the relevance of a mathematical finance PhD in a purely academic domain. Any decent work must have professional/practical applicability. Perhaps the faculty which administer these courses are aware of these implications and are a little more forgiving of the motives of potential applicants.