He's probably referring to the trading desk or similar teams.
Stock traders forced a lot of advances onto software. Random examples of high-perf stuff from that space include the new garbage collector in the JVM with a minimal pause time and LMAX Disruptor. Multi-threaded GUIs are relatively common in that space as well, to ensure that one hung control or window won't stop anything else.
I've known a handful of software engineers who have stopped through The Trade Desk for a year or less. It doesn't sound like a great place to work to me, despite the high throughput their software demands.
Stock traders forced a lot of advances onto software. Random examples of high-perf stuff from that space include the new garbage collector in the JVM with a minimal pause time and LMAX Disruptor. Multi-threaded GUIs are relatively common in that space as well, to ensure that one hung control or window won't stop anything else.