Because you get to work on really interesting math problems, in an environment that isn't stingy with pay or equipment and has clear objective measures of what things are important for the business?
I think the question that rhodri poses is an important one. For me, satisfaction comes from more than just the solution to the immediate problem, or the amount of money I'm being paid to solve it. Satisfaction comes from knowing that what I'm spending my life on is meaningful in some greater sense.
Other ML fields like robotics and deep learning have virtually limitless applications that may benefit society in some way. Of course, I have heard the arguments for statistical arbitrage being useful by way of reducing inefficiencies in the market and providing liquidity, but this is far less tangible.
> I think the question that rhodri poses is an important one.
And I think kasey_junk answered it pretty succinctly. That's not to say that it's the only valid reason to want to do anything. It just happens to be quite a common reason for people to become quants.
If what you want to do is answer the great questions in life then I'm not sure that being a quant is necessarily going to help with that.
