Quantitative Researcher: Fixed Income

About the Company

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.

Responsibilities

• Research, develop, deploy, and support industry-leading statistical models for pre and post-trade decision support for fixed income securities
• Develop re-usable common framework components and contribute to interfaces for analytics/model features
• Apply advanced data processing and statistical learning techniques to analyze realized transaction costs
• Conduct critical comparison of alternative data sources and integrate them into the production pipeline
• Document use cases, requirements, and architectural specifications
• Collaborate with product managers, FI trading desks, and client services teams to execute requirements

Requirements

• PhD or Master’s degree in a quantitative field
• Minimum of 7+ years in finance, specifically Fixed Income
• Institutional knowledge of fixed income markets and trading-related aspects
• Strong Python programming skills with experience in scalable software design and relational databases
• Experience with statistical, machine learning, and optimization techniques
• Hands-on experience with intraday financial data and analytics
• Proficiency using the Linux platform for development and data processing

Preferred Qualifications

• Familiarity with KDB/q
• Knowledge of C++