Virtu is looking to enhance its reference data infrastructure, which is critical for its trading and analytics platforms. The goal is to improve performance, scalability, and reliability of these systems.
Requirements
- 5+ years of hands-on experience with kdb+ and q programming language
- Strong understanding of time-series databases, column-oriented storage, and in-memory computing concepts
- Proven technical knowledge in software development methodologies, design and implementation
- Experience with low-latency, high-volume data processing systems, embedded systems, network programming, and/or multithreading
- Experience with Linux, Unix, DevOps practices and CI/CD pipelines
- Knowledge of securities master data, corporate actions, and data vendor formats (Bloomberg, Reuters, etc.)
Responsibilities
- Redesign and optimize existing reference data systems for improved performance, scalability, and reliability
- Implement robust data validation, cleansing, and reconciliation processes
- Develop and maintain interfaces with external data vendors, market data feeds, and internal systems
- Analyze and tune kdb+ queries and processes for optimal memory usage and execution speed
- Create comprehensive technical documentation and establish coding standards for the reference data platform
Other
- A Bachelor’s degree or Master’s degree in Computer Science, Engineer, Math or related fields
- Demonstrated ability to effectively communicate quantitative and conceptual topics and concepts
- Previously demonstrated excellent problem solving aptitude
- Demonstrated ability to work independently, handle multiple tasks simultaneously and adapt quickly to changes
- Excellent written and verbal communication skills for technical documentation and cross-team collaboration
