Quantitative Signal Researcher (Austin)

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 offerings—market making, client execution services, and trading venues—give Virtu a competitive advantage in developing and applying innovative tools that deliver efficiencies and performance across the organization. 

THE ROLE

As a Quantitative Signal Researcher at Virtu, you will be working on interdisciplinary teams alongside traders, quants, and seasoned software and hardware engineers.  The environment is collegiate and collaborative, encouraging exposure to many teams across the globe. 

• Apply your observation skills and modern statistical methods to identify and build predictive models
• Analyze existing strategies to identify potential improvements
• Create tools to automate research tasks and improve visualization of complex data sets

THE CANDIDATE

• Advanced degree (preferably PhD) in Science, Math, Engineering or other quantitative field
• Productive record of publishing and presenting original research, strong GPA
• Practical experience working with large data sets
• Exceptional quantitative, mathematical, and problem-solving skills
• Great communication skills and the ability to collaborate with peers
• Programming skills (especially C/C++, Python, and SQL or some variant)
• 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
• Ability to seek guidance and learn new skills from peers
• Extraordinary mental flexibility and a high tolerance for ambiguity
• Strong drive for success within a collaborative team

THE PROCESS

After passing an application screening, candidates will be sent an online programming test via email from a service called Codility as a first step of the process.