I worked with ex-traders for a while helping them try and develop real time approaches to VaR calculations (note this was 15 years ago) for an investment bank.
Not only was the area intellectually fascinating, costs weren't a big problem in terms of infrastructure (Sun Enterprise kit all round) but the people themselves were very interesting - probably some of the smartest people I've ever worked with.
Not only was the area intellectually fascinating, costs weren't a big problem in terms of infrastructure (Sun Enterprise kit all round) but the people themselves were very interesting - probably some of the smartest people I've ever worked with.