To be honest, I don't think I have the right background to do any of the things you mentioned. I have a math degree, but it's just undergrad and I have barely used it for the past decade. However, both Jane Street and Two Sigma (moreso) advertise a number of purely development related positions. This is the sort of thing I think I'd be applying for.
Sadly, this is probably classified as "IT work", as derided by Wilmott.com forum users. I don't really care, it's the same sort of thing I do now. I just wonder if I could get paid more doing it for a prop firm vs. an "internet" company. I'd love to learn more and move into another role, but I would have to start with what I know.
yeah you'll probably get paid better as a developer for hedge fund or bank than for an internet firm. But make sure you know what kind of developer position you'll be signing up for. Front Office is where you want to be, as you'll work closely with the "business" and it's generally a lot more exciting - plus you'll get to learn a lot about the markets. Typically this could involve building automated or algorithmic trading platforms (e.g HFT). Back Office could involve a lot of drudgerly and generally thankless toil - e.g accounting or settlements systems.
P.S Fuck what Wilmott.com users say. Needless to say, there are a lot of wankers and over-sized egos on trading desks.
Sadly, this is probably classified as "IT work", as derided by Wilmott.com forum users. I don't really care, it's the same sort of thing I do now. I just wonder if I could get paid more doing it for a prop firm vs. an "internet" company. I'd love to learn more and move into another role, but I would have to start with what I know.