Job Description

Software Engineer (Python/C++)

Virtu's Research Technology team is looking for a passionate developer to support our ever-expanding research infrastructure. This team forms a small group of technologists whose primary function is developing tools that support Virtu's Quantitative Strategists and Traders. This is an exciting opportunity to work with a leading trading firm on development projects that will directly impact the firm's success.

In this role, you will be responsible for the development and maintenance of our research platform. You will play a critical role in building out the infrastructure that enables our traders and quants to simulate and translate their ideas into impactful trading strategies. We mostly use Python, C++ and Java with a variety of open-source tools along with proprietary solutions.

Role

• Develop tools to organize, manage and ensure the quality of petabytes of market data using distributed file systems and databases
• Work both with normalized market data and raw captures from exchanges
• Build tooling to identify any recording or market data quality issues in close to real-time
• Guide our operations team on best practices for the deployment and maintenance of our recording stack
• Lead efforts to debug issues across the whole stack - from our python data management processes to the C++ recorders and C++ market data normalization layer
• Work on storing our market data as efficiently as possible and managing historical retention

Candidate

• Experience in managing and working with raw & normalized market data and other large datasets in distributed environments
• Strong programming skills: fluency in Python, C++ and to a lesser extent Java
• Exceptional problem-solving skills and ability to solve technical problems under pressure
• Great communication skills and the ability to collaborate with peers
• Intellectually curious and self-motivated
• Ability to communicate within and across teams, at a high and low level, on both technical and non-technical subjects
• Desire to assume responsibility and ownership for the success and progression of the research tech ecosystem
• Familiarity with Unix/Linux environment and tools

Salary Range: $175,000 - $225,000 (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.

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