From Mark Zuckerberg's hoodie to Lloyd Blankfein doing God's work, let's face it—business offers a lot of material for comedy.

Don't even get me started on Carl Icahn's tweets or what we overheard in the GSElevator!

The qualifying round of Gotham Comedy Club's "Funniest Person in Finance" contest, held over two days this week, turned up all sorts of hilarious Wall Street types, from investment bankers, financial advisors, and hedge-fund managers to an administrative assistant at a bank and even a corporate librarian who has HADITUPTOHERE with your demands.

They came from a variety of firms, including Bank of America/Merrill Lynch, JPMorgan Chase, Barclays, MetLife, and Deutsche Bank.

(Read more: Think you're the funniest person on Wall Street?)

Among the finalists moving on to the next round was Jeremy Moulton, a project manager at a corporate bank, who has done a few open mics at the club Upright Citizens Brigade Theater, but otherwise is a relative newcomer to comedy. He said he was inspired by Bill Cosby, Jerry Seinfeld, and Jim Carrey growing up.

Moulton did a very funny bit about how your laugh changes the higher you go up the corporate ladder. The interns are falling all over themselves with great big belly laughs (and a little cry at the end), while the senior hedge-fund managers who sit next to him barely lift a vocal cord. (Watch the clip.)

He also had a funny comeback for why he got engaged so young. "Male-pattern baldness runs in my family," he said. "I'm about four rough shampoos away from looking like Mr. Clean!"

You can imagine he gets a lot of ribbing on Wall Street for getting engaged, so well played, sir!

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

Another serious contender is Greg Cantone, a financial advisor. He started doing stand-up a couple of years ago, but working 60 to 80 hours a week trying to help people come up with sound retirement plans leaves him little spare time to do it regularly.

Speaking of helping people retire, that leads me to one of his most hilarious bits—about how people complain all the time about how people in finance make a lot of money.

"Well I've got news for you, Gotham—Yeah…we do!" Cantone says.

He's not apologizing for it. Cantone takes aim at other high-paid professions, everyone from nurses to NFL kickers—you never hear anyone complain about them making a lot of money, do you?

"The man kicks a leather meatloaf … with his foot … once a week!" he says. "But if for some reason, I help a family plan their retirement, send their kids to college, and pay off their mortgage—I'm an a…hole!" (Watch the clip. Includes adult language—consider yourself warned.)

Cantone said he was first bitten by the comedy bug in college, where "instead of taking pre-calc, I had the chance to take a stand-up comedy class." After that first crack-like high from the applause, he was hooked.

"Stand-up comedy is the most fun you can have with your clothes on!" says Andy Engel, the director of new talent at Gotham, which put the "Funniest Person in Finance" contest together.

(Full disclosure, I've done stand-up in Engel's new talent shows at Gotham and short of winning the lottery, I'd say he's right!)

Cantone had quite a few other jokes that had the audience howling, including one about that hollow offer you make to your co-workers when you're running out for coffee, only to have some moron take you up on it and order a skinny caramel mocha latte with three pumps of flavored syrup and cinnamon around the rim.

Idiot.

Kat City (that's her stage name), a single banker wearing jeans and a T-shirt that said "DURING THE DAY I DRESS UP LIKE AN INVESTMENT BANKER" talked about how she dreads the Monday morning assault from her suburban counterparts. They'll be all, "Hey, Kat, we went pumpkin picking this weekend and made a pie! What did you do?"

"I OD'd," she replies from behind her giant sunglasses, to roars from the Wall Street crowd.

(Jokes about drugs, male body parts, and being Jewish got some of the biggest laughs of the night.)

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

One hedge-fund manager did a joke about having his Anthony Weiner-style text photo shot by a professional photographer.

Classy.

All I can says is—ladies, be sure to admire the lighting and artistry!

Find out who will be crowned "Funniest Person in Finance" at the finals on Nov. 13 at Gotham Comedy Club.

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