Skills:
Bayesian stats, nets, learning and magic
Online, dynamic, non-parametric learning
Quantitative Finance
Financial Econometrics
HPC Server Development
Concurrency God: cluster, MPI, NUMA, SMP, GPGPU
Messaging and dataflow patterns
SQL/NoSQL eventually consistent stuff
Compiler writer and DSL creator
Actuarial paraphernalia
Stochastic differential equations and Feynman-Kac
Harmonic analysis and spectral techniques
Bossing around grad students and ignoring undergrads
Weird number theory, geometry, topology, algebra
Machine Learning (I implicitly mentioned it, but search engines...)
Unsupervised Learning
Dimensionality Reduction
Compressive Sensing
Anomaly Detection
Bayesian networks
Particle Filters
Machine Learning
Graphical Models
Bayesian statistics
Statistical Graphics
Factor Analysis
Latent Class Analysis
Statistical Arbitrage
Market Microstructure
Compilers
C++
Cluster
Software Engineering
CUDA
Parallel Computing
MPI
Servers
Win32 API
Messaging
High Performance Computing
Software Design
GPGPU
Multithreading
SQL
C#
Distributed Systems
Parallel Algorithms
Statistics