Sentiment analysis has played a significant role in financial applications in recent years. The informational and emotive aspects of news texts may affect the prices, volatilities, volume of trades, and even potential risks of financial subjects. Previous studies in this field mainly focused on identifying polarity~(e.g. positive or negative). However, as financial decisions broadly require justifications, only plausible polarity cannot provide enough evidence during the decision making processes of humanity. Hence an explainable solution is in urgent demand. In this paper, we present an interpretable neural net framework for financial sentiment analysis. First, we design a hierarchical model to learn the representation of a document from multiple granularities. In addition, we propose a query-driven attention mechanism to satisfy the unique characteristics of financial documents. With the domain specified questions provided by the financial analysts, we can discover different spotlights for queries from different aspects. We conduct extensive experiments on a real-world dataset. The results demonstrate that our framework can learn better representation of the document and unearth meaningful clues on replying different users? preferences. It also outperforms the state-of-the-art methods on sentiment prediction of financial documents.