I think just the idea of a company that does not directly produce things, and instead spends its efforts turning its money into more money via investment, is something that... doesn't entirely sit well with me.

There is, of course, something to be said about the by-products of their work. Jane Street is far from an evil company, and I would not be entirely morally opposed to working for or with them. They do a lot of good in academic research in areas I care about. I just wish that that was their primary purpose instead of direct money-making, if that makes sense.