Jane Street started using OCaml in the mid-2000s, when Haskell wasn't (or, at least, wasn't perceived as being) up to snuff in terms of performance. Haskell has come a long way in the past 10 years.
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.
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Jane Street started using OCaml in the mid-2000s, when Haskell wasn't (or, at least, wasn't perceived as being) up to snuff in terms of performance. Haskell has come a long way in the past 10 years.
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.
There were some early papers by Simon Peyton-Jones on financial contract modeling in Haskell too eg http://research.microsoft.com/en-us/um/people/simonpj/Papers... but OCaml had a much better performance story.