Not a new one (it's a few years old now), and also not a finance podcast, but Tim Ferriss' interview with Jocko Willink on the Tim Ferriss Show, Episode #107 is an incredible listen that I keep going back to.
If you're not familiar with him already, Jocko is a retired Navy SEAL commander who now has his own podcast where common themes include MMA, war, leadership, and building relationships. This one was Jocko's first major interview, and it is a wide-ranging conversation that brings out his unique perspective and experiences.
Tim is probably my favorite interviewer out there because I feel like he asks such good questions, and Jocko is an absolutely captivating person to listen to.