The culture shock you mention was very real. I joined in 2010 (when Athena was 3 years old) and left 8 years later in 2018.
I remember my first few months unlearning normal Python and figuring out how to build the 'pixie graph', a lazily-evaluated Python DAG suited for calculating financial instruments. It took a while to get your head around this, but when you did it was a very powerful and productive way to building trading and risk management applications.
To get some sense in how this worked, here are two public projects on github with good introductions:
I remember my first few months unlearning normal Python and figuring out how to build the 'pixie graph', a lazily-evaluated Python DAG suited for calculating financial instruments. It took a while to get your head around this, but when you did it was a very powerful and productive way to building trading and risk management applications.
To get some sense in how this worked, here are two public projects on github with good introductions:
* https://github.com/timkpaine/tributary
* https://github.com/janushendersonassetallocation/loman