ML Infrastructure Engineer for Quant Research

Virtu Financial, Inc.; New York (NY); Hybrid; USD 200,000 - 300,000; Full time

Job summary

Virtu Financial, Inc. is seeking an experienced Machine Learning Engineer to join a compact Research Technology team that builds infrastructure for quantitative researchers. You will develop the ML research platform that manages data, compute, experiments, and reproducibility to accelerate idea-to-result cycles.

You will work across Python, C++, and Java with open-source tools and proprietary solutions, shaping ML infrastructure and scaling capabilities for research at speed.

Qualifications

• 5+ years in ML engineering, research infrastructure, or HPC environments.
• Strong Python engineering skills; C++ is a plus in performance-sensitive contexts.
• Experience with distributed training infrastructure and related libraries.

Responsibilities

• Design and build experiment tracking, job orchestration, and reproducibility infrastructure.
• Create tools for simulation lifecycle, back-tests, and production monitoring.
• Own visibility into GPU cluster utilization and compute efficiency.
• Diagnose performance issues in training pipelines and data loading.
• Develop data pipelines with versioning and correctness guarantees.
• Collaborate with researchers and engineers to reduce workflow friction.

Skills

Python proficiency

C++ exposure

Distributed training infra

Communication skills

Tools

Python

C++

NCCL

Horovod

Parquet/Polars

Job description

Virtu Financial, Inc. is seeking an experienced Machine Learning Engineer to join a compact Research Technology team that builds infrastructure for quantitative researchers. You will develop the ML research platform that manages data, compute, experiments, and reproducibility to accelerate idea-to-result cycles.

You will work across Python, C++, and Java with open-source tools and proprietary solutions, shaping ML infrastructure and scaling capabilities for research at speed.