Senior Software Engineer - Data Quality & Simulation (Python/C++)

Virtu’s Research Technology team is looking for a passionate developer to lead our market data recording project. This would be a dedicated lead that devotes most of their time to this project, in addition to building software and tooling for other quant research needs. This is an exciting opportunity to work with a leading trading firm on projects that will directly impact the firm’s success. 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.

The 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

The candidate

• 5+ years of distributed systems experience within the financial services industry (another market making firm is a big plus)
• Experience in managing and working with raw & normalized market data and other large datasets
• Strong programming skills: fluency in Python, C++ and to a lesser extent Java
• 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
• Exceptional problem-solving skills and ability to solve technical problems under pressure
• Intellectually curious and self-motivated 
• Familiarity with Unix/Linux environment and tools
• Experience with CMake or HPC is a plus

Salary Range: $150,000 - $250,000 (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.