The skill I look for over all others is an understanding of the standard principles of software design, and principles of testing is a bonus. I want to see that the candidate is honestly interested in our language to the extent that they are familiar with the obvious pitfalls of the standard language features. Candidates who prepared by writing option pricers and passing leetcode challenges won't necessarily understand any of these, because they are simply writing functions.
I assume that anyone who got through a rigorous engineering undergrad has the mathematical preparation to perform as a quantitative developer. This won't be true for all roles, but it's true for all of the QD roles that I have contact with at BB.
If you are interested in a dev role in finance, and see requirements for basic financial knowledge, risk, etc. -- as long as the requirement isn't quite specific, such as experience pricing specific option types, pricing complex products, or with a specific product, I would just ignore it and apply. Many of these concepts are quite simple compared to what SEs are trained to model and implement, and the people on the team who need help know that.
I've seen GPU and C++ skills requested for a Pandas shop. Just apply.
I think hiring managers and HR think they will attract better candidates by adding these things, but it is counterproductive.
From what I can tell from salary surveys, we pay an entry-level dev better than many others. >150 guaranteed all-in first year, and better than that afterwards if you just do your job. Promotion path is good because modern skills are in dire need.
The only trouble is that finance is only in the NYC area. You can't be there if you are in the valley.
There used to be some in Chicago. Bank of America, Swiss Bank, First Chicago. Swiss Bank is now UBS and I don't know where they do their trading system development. First Chicago got absorbed by JP Morgan Chase. B of A might still do some trading development there, but I have no idea.
Back in the 90s Swiss Bank and First Chicago used NeXT for trading apps, and Swiss Bank had Symbolics machines here and there.