[notinventedhear]

From 4 years in a large public quant house (not HFT): everything upstream of trade execution is Python with very heavy use of numpy, scipy and pandas. This has pros and cons, on balance I'd prefer a better type system, but that everyone in the org can share code has tremendous value at scale.

Briefly, the faster your execution the faster everything else needs to be. Java should be fast enough for almost anything short of HFT + colocation which is super expensive infra wise.

The skills are not different from other backend roles, but you will need to exercise more math with emphasis time series and stats.