I interviewed with them, a long long long time ago.

They use OCaml because it is explainable. Which it is. They use it like a non-lazy version of Haskell -- side effects are used rarely if ever. So there's no nonlocal behavior in the code, which makes it easy to reason about. And that kinda matters when a lot of money is at stake.

Incidentally, Standard Chartered has their own compiler for Haskell, without the laziness. The group is led by the guy famous for Cayenne (the first dependently typed Haskell dialect).