Jane Street is using OCAML. That or F# is my preferred choice.
Having said that, the tricky part is sticking to pure FP and coordinating data structures. Not impossible, but it's a foreign area for many shops.
Having said that, the tricky part is sticking to pure FP and coordinating data structures. Not impossible, but it's a foreign area for many shops.
In 2015, Haskell is almost as fast as OCaml, albeit less predictable and therefore possibly still less desirable in certain financial settings. Haskell has a better concurrency story, though.
Disclaimer: My development these days is almost exclusively in Haskell