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A lot of this talk was more 'What is OCaml' than 'Why OCaml', but here are the parts where he talked about the 'Why':

- Jane Street is in a business where, because of the sheer volume, even the tail ends of normally distributed events happen with surprising frequency, so they don't feel confident deploying with just tests--they need the universal assurance that a typechecker gives

- The transactions they are involved in can be adversarial--someone actively working against their profit motive--so they need extra assurances about their code

- They got to hire some incredibly talented people who would otherwise have never considered Jane Street but for the choice of OCaml