+1.
See this line from your autobiography?
Entered pure-math grad program in fall 2005. Passed quals but did poorly in courses. Left after 1 year (no degree) to work on Wall Street...
You're right to think that grad schools might look at this and say "hmmm". Sometimes past behavior does predict future results: You will have one eye on the door throughout your graduate career.
(Although some grad school, somewhere, will admit you anyway -- there's not a lot to lose; they get a very smart and cheap TA for 1 to N years. So you should be as sure as you can before you start school that you have found an adviser worth having who will take you on, so that you don't end up wandering around campus post-quals with a "will write thesis for food" sign.)
Whatever you do, don't tell them up-front that you're uninterested in academia. To an academic, that's like saying "I have no self-confidence and I'm going to quit under pressure" -- because precious few of them accept, deep in their hearts, that quitting academia is a meaningful career choice. You don't need to go into detail about your imaginary academic plans, but do make some vague noises about the possibility. Talk about how your brief excursion into the working world served to remind you of how much you prefer really meaningful, advanced research problems that could change the whole game. They'll eat that up.
But to heck with what other people think about your resume. Let's consider what you should be thinking: You've been to grad school, you obviously didn't like it much the first time, but now it looks really good compared to life on Wall Street. My take on this is that perhaps you need to try door number three: You ought to get out of Wall Street, a land of credentialists in suits, and try another job or two before you try grad school. Because
I'm interested in AI/machine learning research, which practically require a PhD, even in industry.
sounds frighteningly like the kind of thing I would have said before I started grad school. You know, back when I was really used to jumping through hoops. I had a really awesome track record at hoop-jumping -- big GPA, big GREs, NSF Fellowship, etc, etc. -- and, whenever I got confused about my future, I would just look around the arena until I found another hoop!
Try something else for a while. At this point, the Ph.D. program will wait for you. Take your future out for some casual dates before you marry it. If nothing else, why not start with an M.S. degree? Two years will give you plenty of time to network with folks in your new field.