Full-Time

Quantitative Developer

Posted on 4/17/2024

Virtu Financial

Virtu Financial

501-1,000 employees

Provides trading solutions and execution services

Quantitative Finance
Financial Services
Data & Analytics

Senior

Cambridge, MA, USA

Required Skills
Python
Data Structures & Algorithms
Quality Assurance (QA)
Data Analysis
Requirements
  • PhD or Master’s degree in a quantitative field
  • 2+ years industry or relevant PhD or PostDoc experience
  • Strong programming skills in Python
  • Experience with relational databases
  • Familiarity with best coding practices
  • Institutional knowledge of fixed income markets
  • Experience with statistical, machine learning, and optimization techniques
  • Knowledge of algorithms, data structures, and object-oriented analysis and design
  • Familiarity with Kx/q
  • Experience with cross-platform free and open-source software build automation, testing, and packaging
  • Knowledge of C++
Responsibilities
  • Learn and be knowledgeable about fixed income data, analytics, and models
  • Develop re-usable common framework components
  • Leverage scientific computing skills to develop effective trading applications
  • Participate in migrating existing financial analytics and models to Virtu’s KDB environment
  • Work with product managers, consultants, and client services teams
  • Build robust production pipelines and automate validation and QA of new models
  • Conduct critical comparison of alternative data sources
  • Maintain and support existing research tools and products
  • Apply advanced data processing techniques to enhance expert knowledge

VIRTU Financial Inc. offers transparent trading solutions and leverages cutting-edge technology to provide execution services, data analytics, and connectivity products, including an Open Technology platform with a growing library of APIs. The company combines market-making expertise and execution technology to deliver deep liquidity and competitive bids and offers in over 19,000 securities, at over 235 venues in 36 countries, aiming to create more efficient and stable markets worldwide.

Company Stage

M&A

Total Funding

$750M

Headquarters

New York, New York

Founded

2008

Growth & Insights
Headcount

6 month growth

1%

1 year growth

7%

2 year growth

13%
INACTIVE