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Job Description
Virtu Financial is seeking a Senior Software Engineer to lead their market data recording project. This role involves building software and tooling for quant research needs, impacting the firm's trading strategies. The candidate will play a critical role in building out the infrastructure that enables traders and quants to simulate and translate their ideas into impactful trading strategies.Virtu Financial is an equal opportunity employer, committed to a diverse and inclusive workplace.Responsibilities:- Develop tools to organize, manage, and ensure the quality of petabytes of market data using distributed file systems and databases.
- Work 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 the operations team on best practices for the deployment and maintenance of the recording stack.
- Lead efforts to debug issues across the whole stack - from Python data management processes to the C++ recorders and C++ market data normalization layer.
- Work on storing market data as efficiently as possible and managing historical retention.
- 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.
- Opportunity to work with a leading trading firm.
- Direct impact on the firm’s success.
- Work with Python, C++ and Java.
