Dev at a quant finance research shop. I would love to write more about it, but I've signed some very strict paperwork :( broadly, it's the core of a data analytics system, taking a bunch of quant descriptions of data analysis and "compiling" them into highly efficient minimal-overhead forms that can run on market data in realtime and in sim. Very fun project!
This probably isn't it, but it sounds a lot like a compiler. If you're interested in that stuff you might be interested in checking out "Advanced Compiler Design and Implementation" [0] or the /r/programminglanguages subreddit.
