Virtu Financial
New York, NY, USA
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...