Gap Year before Mathematics PhD Programs
As it turns out, some years ago I was the same situation you're in and took a gap year before enrolling in a PhD program in pure math. (Well, it wasn't exactly the same situation you're in. My gap year was because of military service rather than dabbling in quantitative finance.) Anyway, I decided on your second option and don't really have regrets about doing so. I was nervous of course, since I didn't have a guaranteed spot waiting for me, but I assume that had I applied in my senior year of college I would have been just as nervous anyway. And it was nice having the extra opportunity to retake the GRE math exam.

I can't tell you what to do, of course, but merely wanted to say that I find it unlikely that you're going to find too many math departments with information about guaranteed deferred admission posted to their website. (I'm by no means an authority on this. I'm a math professor at a small liberal arts college that does not offer graduate degrees in mathematics.) My rationale is that unlike undergraduate admissions where hundreds or thousands of students are admitted at once, the numbers in graduate math admissions are much smaller. For instance when I enrolled in Dartmouth's PhD program I was part of a class of only five students. Moreover, there are potential difficulties with funding in the event that some of the grad students are going to be supported primarily by grants. 

This isn't to say that deferred admission will likely be impossible. Just that I think you should send a message to someone working in admissions at each department you're thinking of applying to (there will be contact info for someone -- be it a professor or a departmental staff member -- on each department's website) explaining your situation and seeing what their policy is. My assumption is that you won't have too many problems getting a department to let you defer if you're able to convince them that your gap year is for a "good" reason, that you're likely to ultimately attend if they admit you and let you defer and that you're not planning on applying again next year and using their offer of deferred admission as your back up option. But you'd have to ask them to make sure.