Typically, the big 5 US banks, along with other top-tier financial
firms, are always seeking developers who have strong mathematical
foundations with experience in artificial intelligence and machine
learning. They are particularly interested in fresh grads out of
Caltech, Stanford, Mellon, Columbia, MIT, (along with other elite
programs) who have studied comp. sci., including artificial
intelligence, machine learning and/or algorithmic development. This
subject matter is very transferable to hi-frequency, algorithmic
development for electronic trading systems. For example, in areas such
as equity stat. arb, and more recently, FX and energy derivatives
trading. Current opportunities can be found on http://www.quantster.com