Well, you make the moral call that it's ok to work at a bank, knowing what banks do, how they operate. So there's that.

Also...Uhm...

I work in Audit.

My job is to make sure the bank is following the law.

Is it still morally wrong to work for a bank in that case? If so, and I should quit (because I have morals), then who would be left to do my job - those who don't care about the morality of working at a bank? Because they probably don't care about the morality of properly auditing either.

Not all banks are evil; not all things bank employees do are evil. If everyone got morally uprighteous and quit working at banks across the nation tomorrow, things would be more fucked, not less. And if we are judging banks as evil entities for which no one with morals should work, our standards for moral employment have become such that I suggest we would have to get rid of all fast food employment too, for the moral implications of the health issues of fast food (not to mention the meat/agri industry). What follows is a slippery slope where, in the end, almost no one is employed.

It is comforting to think we can make moral calls on our employers and "be better people than" x. It is not realistic.