VIRTU QUANTITATIVE DEVELOPER
Boston, MA
Virtu is looking for a detail-oriented quantitative developer to join our Financial Engineering team in Boston. The emphasis of this position is on the development and maintenance of our industry-leading mathematical/statistical products, making them available for our clients.
The successful candidate joins a strong team that conducts trading-related research and development by applying principles of scientific computing and analytical and programming skills using modern state-of-the-art tools and software. The emphasis of this position is on the development, deployment and support of mathematical/statistical models for pre- and post-trade decision support as well as leveraging new technology to simplify QA and production support.
We create actionable products that improve decision-making for equity, fixed income, FX, and other asset classes. Investors around the world have better trading performance because of the work we do every day. From traders to technologists and everyone in between, Virtuans are passionate about innovating, solving problems and making an impact to the bottom line. Our teams set the bar high and strive to provide best-in-class service to institutional investors around the world.
WE’LL TRUST YOU TO:
- 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 that expose features of our analytics/model to internal and external clients, including integration of our new models into client-facing platforms
- Leverage scientific computing skills to develop effective trading applications
- Participate in firm-wide efforts of migrating of existing financial analytics and models to Virtu’s KDB environment
- Work with product managers, consultants and client services teams to understand, prioritize and effectively execute requirements
- Build robust production pipelines and automate validation and QA of new models and their applications
- Conduct critical comparison of alternative data sources and, if necessary, integrate them in the production pipeline
- Maintain and support existing research tools and products as well as audit new technologies and use-cases
- Apply advanced data processing techniques to enhance expert knowledge in measuring and analyzing realized transactions costs of Virtu’s peer clients
WHAT YOU BRING WITH YOU:
- PhD or Master’s degree in a quantitative field (e.g., computer science, operations research, engineering, applied mathematics, physics)
- 2+ years industry or relevant PhD or PostDoc experience
- Self-driven, detail-oriented and capable of formulating and solving problems independently
- Experience with scalable software development and deployment as well as in depth knowledge of algorithms and data structures
- Interest in developing and owning business applications of our models/analytics
- Capability to support the existing production environment and nimble enough to navigate predecessors’ code
- Strong programming skills in Python (including scikit-learning) as well as experience with relational databases is a must
- Familiarity with best coding practices (such as SOLID)
- Institutional knowledge of fixed income markets with emphasis on trading-related aspects
- Ability to effectively use the Linux platform for development and high-throughput data processing
- Previous experience with statistical, machine learning and optimization techniques
- In-depth knowledge of algorithms, data structures and object-oriented analysis and design
- Familiarity with Kx/q is a plus
- Experience with cross-platform free and open-source software build automation, testing and packaging
- Knowledge of C++ would be ideal
YOU’RE JUST RIGHT FOR VIRTU IF YOU ARE LOOKING FOR:
- A smaller collegiate team environment
- A tech-savvy company on the cutting edge of innovation
- Direct exposure to the decision makers and senior leaders on all sides of the business
- Teams that are passionate about continually learning, improving and raising the bar
- A community that values hard work as well as work-life balance
- A company that is committed to giving back to the surrounding communities
Salary Range: $170,000 - $210,000 (salary range is exclusive of bonuses, benefits or other categories of compensation)
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.
