If you want to do financial econometrics, your stats background will be very helpful. If you want to do asset pricing, you'll need to brush up on stuff like Hilbert spaces, analysis (real/complex/functional), etc. Other areas in finance can be learned as you go along but familiarizing yourself with some of the nomenclature will be extremely helpful in the application process.
What is your specialization going to be? UCLA has a good reputation for stuff like portfolio management but if you're going to do financial econometrics or asset pricing then it's a different proposition.