There Must Be A Pony In Here Somewhere

Think you’re the funniest person on Wall Street? Prove it!

So, a banker, a hedge fund manager and a shark walk into a bar ...
Mark Andersen | Rubberball | Getty Images

Outsiders tend to think of Wall Street as buttoned up and a bit boring but we here at CNBC know the truth: You guys work hard, you play hard — and you're freaking hilarious!

Look, any business where "What line on your resume is the most bull****?" and "Can I sleep with your girlfriend?" are asked during the job interview is not boring.

(Read more: Want a job on Wall Street? Let me sleep with your girlfriend)

Well, now you have the opportunity go public with your hilarity: Gotham Comedy Club is hosting a "Funniest Person in Finance" stand-up contest.

"There is a huge amount of material that anybody working on Wall Street has to work with — starting with all of the financial bull**** that happened five years ago," said Andy Engel, the director of new talent at Gotham.

(Look, the fact that that we've said bull**** twice now and the article isn't even half over is proof that there's a rich supply of material to work with here!)

Aside from the fact that there's a lot of material, the other reason they're doing a Wall Street stand-up contest is that one of the owners of Gotham, Mike Reisman, is a managing director at Mizuho Securities.

(Read more: The top 10 ways sharks and bankers are alike)

Oh, and they know that stand-up is just the kind of challenge you guys are up for.

"It's safer than jumping out of a plane or walking on hot coals but it's the same adrenaline rush!" Engel said.

(He's telling the truth — I've performed at his new talent stand-up shows and while you may feel like throwing up the night before, after it's over you find yourself saying with crazy eyes, "I want to go on this ride again!")

The shows will be hosted by Chloe Hilliard, a stand-up comic who has also written for Vibe and the Village Voice. The preliminary rounds are this week: Tuesday, Oct. 22 at 7pm and Wednesday, Oct. 23 at 9:30pm. The finalists from those shows will continue on to the finals on Nov. 13 – all at Gotham Comedy Club at 208 West 23rd Street in New York.

So far, they've got traders, hedge-fund managers and bankers competing from firms including Bank of America-Merrill Lynch, MetLife and Deutsche Bank.

No prior stand-up experience necessary — though water cooler or happy hour joke telling a plus. Your set is 6 minutes. (So, a word to the wise — no long stories. Hit your first punchline in the first 30 seconds.) Material can be about anything you want though 1-2 finance-related jokes suggested. Each set will be 6 minutes.

Each contestant is expected to bring a minimum of 15 people. That's for two reasons: 1) They need to make money on the shows, (surely that's something Wall Streeters can appreciate) and 2) you need people to cheer you on. Typically, new talent shows are a supportive environment where there is cheering rather than heckling—but, hey, this is Wall Street so I would never short heckling!

Gotham plans to do the Wall Street stand-up contest quarterly so if you chicken out this time (you did, didn't you?) you'll have a shot next quarter.

There are a variety of prizes including a $250 gift certificate for dinner at Oceana, four Circle Line cruise tickets and four tickets to Gotham Comedy Club, but of course, the real prize here is bragging rights!

So, the funniest guy on Wall Street walks into a bar …

Boom! There it is.

— By Cindy Perman. Follow her on Twitter @ponyblog.