When I was a little girl, I was taught that if I worked hard and played honest, I would get rewarded. Then I entered the City and reality hit. I learned that the correlation between hard work and reward isn’t as natural as I’d been taught – or at least, not in proprietary­ trading.

This secret has been highlighted with the arrest of ex-Goldman Sachs employee Sergey Aleynikov, who is accused of a black-box heist. The bank uses secret mathematical formulas contained in so-called black boxes, which automate its trading businesses. And while all of us have ­stolen a few files and contacts from our offices, no one – and I mean, no one – touches the City’s black -box formulas. That really would amount to industrial-scale theft.

The trading codes are one of the things that give Goldman a significant competitive edge. Rivals hate Goldman for its ­advantage and believe that the firm is ­manipulating the market in its favour with its fast trades. When huge volumes of stock are moved in such short time, ­fortunes are made and lost before anyone without such fast access can respond. The market changes faster than someone such as myself can pick up my mouse or phone to make a trade.

Goldman is a leader in millisecond stock trades, reaping huge profits. It’s as if it has accessed a life-long “speedy boarding” pass on easyJet, which is not for sale to others. Of course, everyone will board the plane, but they won’t get the best seats.

I can almost side with the enemy on this one. Aleynikov admits taking some code but denies that he was aiming to make use of the confidential software. Developing a high-frequency trading system from scratch is very difficult and few people in the City have the knowledge to do it.

But the bottom line is: the market is rigged. Just like you’re not going to beat the casino, you’re not going to beat the biggest investment banks in the long run. No matter how hard I worked as a trader, there were certain advantages given to the largest investment banks that left me feeling bitter.

Life’s just not fair, and – if he was stealing code – I give ­Aleynikov credit for trying his luck at speedy boarding.