PhD Quant Trader — Algorithmic Market Making

Virtu Financial, Inc.; Austin, Northern (TX, KY); Hybrid; USD 140,000 - 210,000; Full time

Job summary

Virtu Financial, Inc. seeks a Quantitative Trader to design, operate, and refine high‑performance algorithmic trading strategies on global venues. The role involves mentorship during training and collaboration with software engineers to enhance trading technology and market microstructure.

The ideal candidate holds a PhD in a quantitative field, shows strong problem‑solving ability, and can program in Python/SQL (Java or C++ a plus). Team orientation and independent initiative are essential.

Qualifications

• PhD in Science, Math, Engineering or other quantitative field.
• Outstanding quantitative problem‑solving skills and mathematical aptitude.
• Programming experience is required (Python, SQL, Java or C++ are a plus).
• The ability to communicate information precisely and with agility.

Responsibilities

• Design, operation and improvement of high‑performance algorithmic trading strategies deployed on electronic venues.
• Collaborate with software engineers to enhance trading strategies and market microstructure.

Skills

Python

SQL

Java

C++

Education

PhD in Science, Math, Engineering or other quantitative field

Job description

Virtu Financial, Inc. seeks a Quantitative Trader to design, operate, and refine high‑performance algorithmic trading strategies on global venues. The role involves mentorship during training and collaboration with software engineers to enhance trading technology and market microstructure.

The ideal candidate holds a PhD in a quantitative field, shows strong problem‑solving ability, and can program in Python/SQL (Java or C++ a plus). Team orientation and independent initiative are essential.