Virtu Financial
Quantitative Researcher: Fixed Income
Boston
Sponsorship not specified$150k-$200kDetected 70 days ago
PythonC++LinuxMachine LearningResearch
About the role
- Apply advanced data processing and statistical learning techniques to enhance expert knowledge in measuring and analyzing realized transactions costs of Virtu's peer clients
- Conduct critical comparison of alternative data sources and, if necessary, integrate them in the production pipeline
Responsibilities
- Learn and be knowledgeable about our fixed income data, analytics and models, lead new improvements and/or initiatives, and handle their support
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 with emphasis on trading-related aspects
- Strong python programming skills, including experience with scalable software design and development (not just scripting), experience with relational databases is a must
- Hands-on experience with intraday financial data and analytics
- Ability to effectively use the Linux platform for development and data processing
Nice to have
- Familiarity with KDB/q and/or knowledge of C++ is a plus
Skills
- Investors around the world have better trading performance because of our everyday work.
- Our teams set the bar high and strive to provide best-in-class service to institutional investors around the world.
Compensation
- $150,000 - $200,000 (salary range is exclusive of bonuses, benefits or other categories of compensation)
Benefits
- We create actionable products that improve decision-making for equity, fixed income, FX, and other asset classes across a diverse client base.
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This listing is sourced directly from Virtu Financial's careers page and normalized into a canonical job model.