Jpmorgan, Brooklyn, NYC.  Local only. Full time. Internships are also possible
We're doing a whole range of projects spanning from building a next generation programming language on top of a distributed system to experimenting with ideas for better Bayesian machine learning (we even sometimes go to applicable research conferences!). Our team is part of the larger New Product Development group, which is charged with dragging the larger bank into the present and thence into the future.
A bit more color on some of the stuff we do can be found here, as well as how to reach out to us :
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Strong candidates should be able to demonstrate either applicable domain experience and/or an ability to learn and work in new problem domains on a regular basis.
Our group is open source friendly.
Jpmorgan is an equal opportunity employer.