THE LAST THING any guy who works in finance wants to talk about is fashion. Except, perhaps, to wryly mock it. "What was all that stuff on the runway in Milan?" one high-ranking New York investment banker asked me after he inadvertently caught a glimpse of the fall trends from Europe in a newspaper. "No banker in the world would ever wear any of that."

Still, however much they lampoon the unrealism of menswear on the runways, the Alpha males of finance can't help but harbor certain obsessions—not surprisingly,...