Slowtwitch is definitely the wrong forum to ask this question. If triathlon is more important to you than finance, then you won't last long in finance.

I had an interview with a high-frequency trading firm. One perk they offered is catered lunch. They want you at your desk from 6AM - 8PM. This is the west coast (LA), so the market starts for them at 6AM.

You will be very well compensated for sure, but you will have to give up a lot of personal time as well.