Dawn Fitzpatrick started out as a trader at O'Connor & Associates in Chicago and rose to Head of Equities and Multi-Asset at UBS Asset Management (which acquired O'Connor). She is the incoming (and first female) Chief Investment Office of the Soros Fund Management family office.
The New York Times has a great profile of her, full of anecdotes and some female perspective on Wall Street. Check it out
Dealing with Lehman Brothers during the financial crisis:
Life as a trader in Chicago:
Being woman on Wall Street: