I have a single line on my resume with interests. I don’t list chess, but list cryptography. Because I’m interested in it.
I just have that line to help with chitchat during the interview. If some interviewer interpreted that to mean I was a professional cryptographer and that I sucked at it, that would be dumb of them.
I also list an interest in kayaking, even though I suck at it.
I list kayaking as a hobby not because I’m competitive and awesome but because I think it’s fun to float down a river. I suppose if a company expected me to be good at my hobby and judged me because of it, I wouldn’t want to work with them because their culture probably has other stupid parts to it too.
If you were great as chess for a human, you probably wouldn't be applying for a securities job.
Conversely, there was a period of my life where people would hear me talk through a few problems and later confess their surprise/disappointment upon finding out I'm rubbish at chess. I found more lucrative and/or entertaining puzzles to plow my ample free time into, is all.
You can put down you’re decent at Java or C++ or Python and actually be not that great at it because you have nothing to measure against. But in chess there is a rating system. So you ought to know if you are truly remarkable or not. If you think you are remarkable enough to put it down and then suck at it, how ignorant must you be?! And more importantly, that ignorance is not at all tempered by humility.