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:
- 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
- Maintain and support existing research tools and products as well as audit new technologies and use-cases
WHAT YOU BRING WITH YOU:
- Master’s degree in a quantitative field (e.g., computer science, operations research, engineering, applied mathematics, physics)
- Self-driven, detail-oriented and capable of formulating and solving problems independently
- Interest in developing and owning business applications of our models/analytics
- Solid programming skills in Python and, ideally, C++ and familiarity with best coding practices (such as SOLID)
- Ability to effectively use the Linux platform for development and high-throughput data processing
- Comfortable with data manipulation and wrangling using libraries such as pandas and numpy
- In-depth knowledge of algorithms, data structures and object-oriented analysis and design
- Familiarity with relational databases is preferred and experience in Kx/q is a plus
- Familiarity with modern packages in automation of pipelines of batch jobs and job scheduling in Linux platform is a plus.
- Familiarity with statistical inference and / or machine learning
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 in New York, London, Hong Kong and Sydney, with 11 locations around the globe