Virtu needs to leverage cutting-edge technology to deliver liquidity to the global markets and innovative, transparent trading solutions to its clients. The firm aims to create more efficient markets through its market structure expertise, broad diversification, and execution technology.
Requirements
- Strong programming skills: fluency in Python and/or C++ (or similar languages).
- Understanding of numerical methods, statistics, and/or machine learning as applied to time-series data.
- Ability to write clean, well-tested, and efficient code in a collaborative environment.
- Experience building research platforms, fitting pipelines, or backtesting frameworks.
- Extensive history in high-performance computing environments.
- Comfortable with large-scale data.
- Familiarity with market data or trading systems is a plus.
Responsibilities
- Design, implement, and optimize research infrastructure, alpha generation pipelines, and real-time trading strategies.
- Implement and optimize statistical/machine learning models used for signal generation and fitting.
- Develop and maintain research pipelines for signal generation and strategy simulation.
- Collaborate directly with researchers to iterate on hypotheses and turn ideas into performant, production-ready code.
- Build tools and libraries to support fast, scalable research workflows and data analysis.
- Work closely with data engineers to integrate new datasets into the research environment
- Ensure code quality, performance, and robustness in both research and production environments.
Other
- Degree in Computer Science, Engineering, Physics, Mathematics, or related field.
- Candidates will be sent an online programming test via email from a service called HackerRank.
