Matlab, C++, C# and Java rule the roost in the finance world. Anything else is treated with intense suspicion by finance companies. (I was once at a very large financial company that wouldn't approve Python for use internally at all because it was open-source. Let that sink in. We used it anyway of course.)
And yes, R and Python are making real inroads in quant finance, but they still have a small market share. Most of the guys writing code either want MS Office integration (sadly all traders love Excel), raw speed (C/C++/Java), or easy prototyping (Matlab). People don't know Haskell, audit departments don't know Haskell, and Haskell isn't as fast as C++, so this is an uphill climb, but I wish them the best.
If you want to know the state of the art in quant finance, go stare at the horrible over-engineered debacle that is QuantLib and see what kind of programmers we have working in this area.
And yes, R and Python are making real inroads in quant finance, but they still have a small market share. Most of the guys writing code either want MS Office integration (sadly all traders love Excel), raw speed (C/C++/Java), or easy prototyping (Matlab). People don't know Haskell, audit departments don't know Haskell, and Haskell isn't as fast as C++, so this is an uphill climb, but I wish them the best.
If you want to know the state of the art in quant finance, go stare at the horrible over-engineered debacle that is QuantLib and see what kind of programmers we have working in this area.