outside of Jane Street (http://www.janestreet.com/technology/ocaml.php), I've not heard of functional languages being used in the financial sector. Where else is it used?
Credit Suisse
Barclays capital
Tsuru capital
GSA capital
Alphaheavy
Edf energy trading
... Just off the top of my head :-)
You also have some use cases here,
http://msdn.microsoft.com/en-us/vstudio/gg634701#Who_Uses_F_...