Suggest you look for an opening on JP Morgan's Athena project, or Bank of America Merrill Lynch Quartz. Both those platforms are C++ on the inside with Python APIs. The originators have gone independent here: http://www.wsq.io/about-us/ The site says they're hiring.
I don't know why that throwaway account's comment below was removed ... it's ubiquitously well-known that the code quality inside of the Quartz/Athena/other spinoffs at other banks silo is utterly terrible, like don't go within ten feet of it without a radiation hazard suit on.
This is not a controversial opinion, nor really even a swipe at anyone. It's just bad, bad, bad code inside of banks.
I remember talking to someone on the Athena team during a job interview there and they told me that they had to fill out paperwork and wait weeks for approval just to pip install a third-party package for a sandboxed and not-production-facing ad hoc data analysis task. I don't care what industry you're in, that's just taking bureaucracy way too far. I've worked in quant finance before in a highly regulated environment, and there was never the slightest worry that you couldn't just grab any third-party tool you needed to do your job. Getting into production would require a big process, sure, but not just grabbing pandas, say, and answering someone's quick ad hoc business question. In fact, this sort of thing also was never a problem in defense research either.
Anyway, I personally view the fact that the team who spun out of I believe Goldman originally to make the Athena/Quartz/etc stuff (I think now they are even infecting smaller banks like PNC with it too?), is easily one of the worst things that has happened to the world financially in the past 15 years. Sadly not hyperbole.
I don't think I would be a good match for bank culture or HFT, but if the work you describe is in a small-to-medium sized asset manager or hedge fund, then I would not mind, and would find it enjoyable. I worked at such a place a number of years ago and it was one of the better jobs I've had.
The trouble I find is that a lot of small-to-medium sized asset managers and hedge funds don't have very good technology practices in general, and are pretty far from sophisticated use of low-level Python. There are often a lot of political reasons why they cling to Excel/VBA, R, or MATLAB, and there's almost always some political battle happening between the people that want to rationalize the system to a proper software design, and people who just want to keep cranking on the hodge podge of existing tools.
I'd probably be fine with some trade-off regarding all of that, if the pay was acceptable and there was a strong commitment to a healthy work/life balance. But among finance firms this is extremely hard to find.
So even though I am not at all opposed to doing this work in finance, I still find the volume of acceptable job openings in that field to be too small to make it realistic.
I have worked on two of these. I have seen the code for all three. These systems have too many WTFs to count.
They have lead to technical crisis at both JP Morgan and Bank of America Merrill Lynch. At Bank of America Merrill Lynch, the crisis lead to resignations of the chief architect and the CTO.
