Come to Texas. We have cheap cost of living and baller-as-hell problems to work on, whether you want games or graphics or oil & gas.
Besides, it's a chance to crunch numbers for something other than selling ads and cat pictures. :)
Honestly more of a technologist HFT company vs financial (stuffy) firm (details in email I shot ya).
Edit: I see the discussion has passed me by. I'll add that I'm really enjoying working at RGM, and would definitely recommend it for anyone who does not have a strong preference toward living in SF or NY.
One of my good friends started working as an engineer for Texas Instruments (in Dallas) and loved it until he had offer he couldn't refuse from a Silicon Valley company and moved out to California.