Virtu is looking to enhance its financial engineering capabilities by developing and deploying advanced statistical models for pre and post-trade decision support in fixed income securities, aiming to improve trading applications and provide actionable products for a diverse client base.
Requirements
- Strong python programming skills, including experience with scalable software design and development (not just scripting), experience with relational databases is a must
- Previous experience with statistical, machine learning and optimization techniques
- Hands-on experience with intraday financial data and analytics
- Ability to effectively use the Linux platform for development and data processing
- Familiarity with KDB/q and/or knowledge of C++ is a plus
Responsibilities
- Learn and be knowledgeable about our fixed income data, analytics and models, lead new improvements and/or initiatives, and handle their support
- Develop re-usable common framework components and contribute to interfaces that expose features of our analytics/model to internal and external clients
- Apply advanced data processing and statistical learning techniques to enhance expert knowledge in measuring and analyzing realized transactions costs of Virtu’s peer clients
- Conduct critical comparison of alternative data sources and, if necessary, integrate them in the production pipeline
- Effectively document use cases, requirements and architectural specifications related to the models and applications
- Work with product managers, FI trading desk and client services teams to understand, prioritize and effectively execute requirements
Other
- PhD or Master’s degree in a quantitative field
- 4+ years of work experience in finance
- Institutional knowledge of fixed income markets with emphasis on trading-related aspects
- Ability to effectively communicate and collaborate with multi-office/region teams as well as work independently, and adapt to changes
