Having done the same (Seattle then Chicago) trading is big here, and pays well, but can be less than rewarding if you like building products.

That being said, I think there are plenty of interesting tech companies here if you dig a bit. For example, CleverSafe (https://www.cleversafe.com/), Signal (http://www.signal.co/), and BrainTree (https://www.braintreepayments.com/) are larger ones with real engineering challenges.

And, if you are interested in a smaller Chicago company doing interesting things, feel free to check out Earshot (http://earshotinc.com/careers) - we are hiring. </plug>

Even if Earshot isn't right for you feel free to connect with me if you are interested in the Chicago startup scene.