Maybe I would have. We were trading interest rate and foreign exchange derivatives in 2006. 2008 / 2009 would have been very volatile. We were generally long volatility, but sometimes we had some legs on some trades that would make significant losses in extreme volatility. It's hard to say. It's possible our 4-person desk could have made 100 million and my boss would have thrown a few my way. It's also possible the desk would have folded.

I still think I made the right choice by leaving. You have to live your life, and unless you really love your job, 80+ hours per week in the office is not living your life.

Also, I left that macro quant job by calling up Google and asking if they'd re-open the job offer I turned down 4 months earlier. It certainly helped that I had good backup jobs available.