The downside of working on HFT is that the value one provides to society is at best nil, and some would argue that it's negative. Some people care about things like that.
I’ve been thinking about getting into HFT.. they’re always bragging about operating on millisecond/microsecond timescales, but they’re doing it on bespoke heavily-monitored systems. Meanwhile here I am shipping the same type of code to millions of people on commodity hardware..
I’m pretty sure that you could donate a big chunk of the million+ ill-gotten dollars to charity and make a lot of good things happen