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

Virtu is looking for an experienced, detail-oriented Quantitative Developer to join our customer market making team in New York.

The primary responsibility for this role is to work as a liaison between our quantitative research teams and our quantitative technical teams to  improve and maintain our research infrastructure, and to ensure that critical simulation and analysis jobs run smoothly and reliably.

  • Create and maintain production simulation data that reflects live configuration changes over time.
  • Build and deploy common tools to manage simulation jobs. triage and debug issues with simulation and other research critical jobs.
  • Create diagnostics to monitor cluster resource (RAM and CPU) usage, while working with quants to optimize cluster tasks to more efficiently use shared resources.
  • Lead efforts to standardize our C++ / Python simulation environment, and ensure that changes conform to overall architecture and goals of the platform.
  • Develop monitoring tools for our shared file system, including bandwidth and quota utilization, and proactively take steps to address issues before they become critical.

THE CANDIDATE

  • PhD in a quantitative field (Computer Science, Operations Research, Engineering, Applied Mathematics, or Computational Finance)
  • Experience working in high-performance computing environment with Oracle Grid Engine, Torque/PBS, SLURM, or Condor
  • Experience with scalable software development and deployment
  • Strong programming skills in Python and/or C++
  • In-depth knowledge of algorithms, data structures and object-oriented analysis and design
  • Familiarity with Unix/Linux environment and tools
  • Exceptional quantitative, mathematical, and problem-solving skills
  • Great communication skills and the ability to collaborate with peers
  • Intellectually curious and self-motivated 

 

THE PROCESS

After passing an application screening, candidates will be sent an online programming test via email from a service called Codility as a first step of the process. 
 
 

Virtu Financial is an equal opportunity employer, committed to a diverse and inclusive workplace, welcoming you for who you are and does not discriminate on the basis of race, national origin, gender, gender identity, sexual orientation, protected veteran status, disability, age, or other legally protected status.

 

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