How should I build relationships with my finance coworkers?
You should build relationships like you would any normal friendship. Go out to lunch, go out to coffee and if you really get along, you can even go out for drinks or happy hour together.
The key here is to relax and realize that you are all in the same boat. Covering for a fellow analysts and trying to help them when they are working long hours will go a long way toward building loyalty and a camaraderie between employees.
You will likely be spending more time with your fellow employees than with your significant other, family or close friends, so try to put your best foot forward and they will hopefully return the gesture.
When you are both working 80-100 hour weeks, there is no need to get competitive with one another. You will have enough challenges to deal with without having an adversary in your ranks.