I was at CMU several weeks ago, and gave a version of my “Caml Trading” talk there. See below if you are interested in seeing the video. It’s a reasonably good source if you’re interested in understanding more about how and why Jane Street uses OCaml.
Caml Trading talk at CMU
Yaron Minsky joined Jane Street back in 2002, and claims the dubious honor of having convinced the firm to start using OCaml.