My anti-procrast settings kicked in after posting the comment above, but I wanted to add this update. He actually links directly to his CV from that page: http://careers.stackoverflow.com/jasonpunyon

According to that CV, the employer was Bigger Hedge Fund.

Kinda a funny coincidence that there's another person with the same name on LinkedIn who also recently quit a programming job at an investment management firm and lives in the NYC area. Anyways, the fact that he links directly to his CV makes it even less anonymous who he's talking about.