Lost Interest in Electrical Engineering. Still have a Math degree to complete. What to do?
Statistics/probability/data analysis is also a reasonable path to consider, and is a good bit more general than financial math, which you might also decide you don't like down the road.

Paul Graham (of Lisp fame) says that you should try to stay "upstream" with regard to your choices. To put it more concretely, you should not specialise too quickly, and try to keep your options open.

Statistics/probability/data analysis is a very marketable choice these days, and will still leave the door open to financial math if you still want to pursue it a bit later.

However, aside from ISI there aren't really any good places in India to learn statistics. And I don't think India has much of a statistics research community. You'll have to go somewhere else.

An autobiographical snippet: I got a PhD from a Statistics Dept in applied probability. The degree was supposed to be in financial math, as it happens. I was trying to study it, but didn't really make any headway. So my degree wound up being about something that was originally supposed to assist with the financial math. As you can see, things don't always go the way one had planned. So, bear in mind, you might like the subject now, but whether it will like you and things will work out, that is a separate question. It's a question of commitment.