Virtu is a leading financial firm that leverages cutting edge technology to deliver liquidity to the global markets and innovative, transparent trading solutions to our clients. As a market maker, Virtu provides deep liquidity that helps to create more efficient markets around the world. Our market structure expertise, broad diversification, and execution technology enables us to provide competitive bids and offers in over 19,000 securities, at over 235 venues, in 36 countries worldwide 

The firm’s complementary core offerings—market making, client execution services, and trading venues—give Virtu a competitive advantage in developing and applying innovative tools that deliver efficiencies and performance across the organization. 

THE ROLE

As a Quantitative Strategist at Virtu, you'll apply analytical and programming skills to conduct trading and investment related research. The emphasis for this position is on development of models and analytics for FX spot and derivatives markets,  as well as building and supporting  models for transaction cost analysis and optimal execution. This position assumes the following responsibilities:

  • Conduct background research necessary for development of analytics and models
  • Analyze, compare, and critically evaluate multiple data sources
  • Build prototypes and work with developers to convert prototypes into products
  • Write research code as well as specifications and requirements for new production codes
  • Run QA and debug the developed analytics
  • Interact with the production support group over FX data acquisition, cleaning and storage

 THE CANDIDATE: EDUCATION & EXPERIENCE

  • PhD or Master’s degree in a quantitative field (Applied Math, Physics, Statistics, Economics/Finance, etc.)
  • 3+ years of programming with scalable software design and development experience

 THE CANDIDATE: SKILLS & QUALIFICATIONS

  • Knowledge of financial market microstructure, data, and trading protocols with emphasis on FX markets (spot, futures, forwards) his highly desirable but not essential.
  • Hands-on experience with data and analytics.
  • Working knowledge of C++/C and scientific libraries.
  • Python programming skills, including experience with scalable software design and development (not just scripting).
  • Experience working in Linux/UNIX environment.
  • Applied knowledge of statistics and probability.
  • Working knowledge of KDB is a plus.
  • Strong written and verbal communication skills, including the ability to effectively communicate within and across teams, at a high and low level, on both technical and non-technical subjects.
  • Ability to work with a variety of teams as well as independently, and adapt to changes.
  • Intellectually curious and self-motivated.
  • Ability to seek guidance and learn new skills from peers.
  • Extraordinary mental flexibility and a high tolerance for ambiguity.
  • Strong drive for success within a collaborative team.

 

THE PROCESS

After passing an application screening, candidates will be sent an online programming test via email from a service called Codility. Candidates must submit answers in C++ as a first step of the process . Thanks for your interest!
 

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