I would add that the only other real market related finance jobs (that I know of) are in Chicago. There is a large commodity and futures market there as well as the Chicago Board of Trade. I worked at a clearing company there and it was really interesting and enjoyable. There are a bunch of prop trading firms here as well as execution services (which are interesting in their own right) and clearing firms.

Edit: I would note that there is a lot of C# work in the financial markets in Chicago. There is the C++ high performance stuff but there is also high performance C# as well as just plain ol' "normal" C# work.