Working at a financial firm?

I am considering working for a financial firm in NYC as a developer doing performance oriented work on a trading platform.

If I do this, what should I expect wrt. salary and bonus level, amount of vacation and number of hours worked per week? How about dress code? And more generally the attitude towards software developers: Are they considered valuable or just interchangeable-but-somehow-expensive nerds?

Basically, do I want to do this?