Quantitative Developer (New York)

Quantitative Developer

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 offeringsmarket making, client execution services, and trading venuesgive Virtu a competitive advantage in developing and applying innovative tools that deliver efficiencies and performance across the organization.

The Role

As a quantitative developer at Virtu, you will be working side-by-side with quantitative researchers and traders in a collaborative environment. Your work will be instrumental in turning research ideas into production-grade code, shaping the tools and frameworks used for signal research, model fitting and back testing.

• Design, implement, and optimize research infrastructure, alpha generation pipelines, and real-time trading strategies.
• Implement and optimize statistical / machine learning models used for signal generation and fitting.
• Develop and maintain research pipelines for signal generation and strategy simulation.
• Collaborate directly with researchers to iterate on hypotheses and turn ideas into performant, production-ready code.
• Build tools and libraries to support fast, scalable research workflows and data analysis.
• Work closely with data engineers to integrate new datasets into the research environment
• Ensure code quality, performance, and robustness in both research and production environments.

The Candidate

Salary Range : minimum $200,000 annual salary (annual salary 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.