Senior Software Engineer, Market Data Specialist
4 days ago
Virtu's Research Technology team is seeking a skilled developer to support our expanding research infrastructure. As a member of this team, you will play a crucial role in developing tools that enable our traders and quants to simulate and translate their ideas into impactful trading strategies.
The successful candidate will have experience in managing and working with raw & normalized market data and other large datasets in distributed environments. They will also possess strong programming skills, including fluency in Python, C++, and Java, as well as exceptional problem-solving skills and ability to solve technical problems under pressure.
The ideal candidate will be intellectually curious and self-motivated, with great communication skills and the ability to collaborate with peers. They will also have a desire to assume responsibility and ownership for the success and progression of the research tech ecosystem.
Responsibilities:
- 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
Requirements:
- 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
What We Offer:
- Salary Range: $175,000 - $225,000 (salary range is exclusive of bonuses, benefits or other categories of compensation)
- Equal opportunity employer committed to a diverse and inclusive workplace
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