Felt like a square peg in a round hole
is an idiom or a proverb indicating that the person in question doesn't fit in her or his surroundings.
Perhaps Sadowsky doesn't like the stresses, her or his coworkers, the job itself, the managers, or the corporate lifestyle. Use of the adage has the person acknowledge her or his social incompatibility to the banker's lifestyle and responsibilities.
The image provoked by the wording is meant to indicate that no matter how hard you try to hammer the square into the round hole, that it won't fit.