If the movie was supposed to vilify financial scams instead of glorifying it yes it would be ironic. But Wolf of Wall Street was very glorified. Even when you think the anti-hero is finally going to get his just deserts he gets off relatively easy for supposedly committing a serious crime.

Defining irony has been a continuous argument online, but this definition seems to capture the essence of irony - "a state of affairs or an event that seems deliberately contrary to what one expects and is often wryly amusing as a result."