What do you want to do? If you can only learn one "functional" language and you do anything with the web, I'd recommend Javascript (if you don't already know it). It's viable in the front and backends.

I'd personally recommend Haskell. It's going to stretch your brain (in a good way), and helps reinforce all the "functional" concepts. It's one of the very few purely functional languages, and it does have a bit of a learning curve to get started with, but I think it's worth the work. There's a lot of library support, and almost all the sample code you find online in tutorials is well written. You can pretty much do whatever you'd like with Haskell (Web servers like Yesod, to all kinds of fun AI/ML stuff). If you're into computer science theory, you'll find as much as you'd ever want with Haskell. The GHC (compiler) has particularly good support for concurrency and parallelism (likely in most cases as good or better performance than Erlang).

If you're a quant looking into building a trading algorithm OCaml is a good choice.