If you want to go into finance, WHERE you go and what internships you do matter more than your major.
Also, undergrad finance is NOT a math heavy major, it's pretty light in my opinion. If you can do arithmetic, you can do finance.
I'm a math/econ major with minors in stats and accounting, and while my uni doesn't have a finance major or minor I've taken nearly every finance related course offered. I could've handled the math in middle school. I'm better at math than most though.
operations research, industrial engineering and financial engineering ARE math heavy though.