Great question!! Finance majors have great career prospects as the world has been only made possible through international financial market and capital growth. As I am sure you guessed, the major cities present the best places for finance majors to find a job. This is not to say that it is impossible to find a job in a less populated area, just that the markets, business, and large financial entities are usually located in the cities. If you hunt for jobs in a large city you will likely find it easier to find a job compared to trying to find a finance related job in a small town.
I hope this helps and I wish you the best of luck.
If you'd like to be a financial analyst that works at a company to turn their values and vision into strategy and tactics, you can expect to work anywhere. Companies of almost any size value people that can help them make smart decisions with their resources, so the possibilities here are virtually endless, though naturally it will be easier to find work in big cities as that's where bigger companies are located.
Finance jobs are most available in the coastal states on both sides of the country, but those areas are also the most competitive with long hours and demanding work environment, which also explains the higher salary. If you are new to the finance industry and willing to put in the hardwork (I really do mean hardwork), getting a job in one of these big metropolitan cities (e.g. New York, New Jersey, Boston, LA, San Jose, San Fran, Seattle, Chicago) is a great way to get the foundation experience and build the network. I'd also look into blooming cities like Dallas, Houston and Denver.