Quantitative Trader - Algorithmic Market Making

Virtu Financial; Austin (TX); Sur place; USD 120 000 - 180 000; Plein temps

Résumé du poste

Virtu Financial is seeking a PhD-level quantitative trader to design, operate, and improve high‑performance algorithmic trading strategies deployed on electronic venues worldwide. The role includes mentorship and collaboration with software engineers to refine trading models and execution, contributing to market microstructure evolution and liquidity provision.

The ideal candidate holds a PhD in a quantitative field, demonstrates exceptional problem solving, and shows strong programming ability

Qualifications

• PhD in a Science, Math, Engineering or other quantitative field.
• Outstanding quantitative problem-solving skills and mathematical aptitude.
• Programming experience required (Python, SQL; Java or C++ are a plus).

Responsabilités

• Design, operate and improve high-performance algorithmic trading strategies deployed on electronic trading venues worldwide.
• Participate in mentorship and training in trade floor operations and integrate into strategy deployment.
• Collaborate with software engineers to enhance and further develop trading strategies.
• Contribute to the evolution of market microstructure and liquidity dynamics.

Connaissances

Python

SQL

Java

C++

Formation

PhD in quantitative field

Description du poste

Virtu Financial is seeking a PhD-level quantitative trader to design, operate, and improve high‑performance algorithmic trading strategies deployed on electronic venues worldwide. The role includes mentorship and collaboration with software engineers to refine trading models and execution, contributing to market microstructure evolution and liquidity provision.

The ideal candidate holds a PhD in a quantitative field, demonstrates exceptional problem solving, and shows strong programming ability