Machine Learning Researcher

Virtu is a quantitative trading firm that uses cutting-edge models and infrastructure to provide liquidity to the global markets.

As a Machine Learning Researcher at Virtu you'll pursue high-impact research opportunities within a results-oriented agile organization. This role offers the rare combination of intellectual challenge and direct business impact. You'll tackle complex problems without obvious solutions taking ownership of our entire modeling ecosystem—from feature engineering and deep learning architecture design to training dynamics and execution strategy. Your innovations will directly influence how we operate in markets globally making a tangible difference in a field that demands constant evolution creative problem-solving and first-principles thinking.

A sense of curiosity strong technical skillset and collaborative mentality make you a good fit for this position regardless of what industry you come from. 

The Role

• Investigate evaluate and prototype innovative algorithmic solutions using novel machine learning and deep learning techniques. Reinforcement learning experience is a bonus
• Results oriented mindset with a focus on developing deep learning models that directly impact P&L
• Implement sophisticated ML approaches for forecasting feature engineering and optimization challenges
• Conduct empirical ML research across multiple problem domains rapidly prototyping and iterating novel architectures in Python/PyTorch/TensorFlow to solve challenging market problems
• Apply logical and mathematical reasoning to translate cutting-edge research methods between application areas. Adapt techniques from your area of expertise to achieve breakthrough results in the financial markets
• Partner with quantitative traders researchers and developers across teams to transform market insights into actionable data features and predictive models

The Candidate

• Minimum 2 years of applied experience developing deep learning solutions across diverse fields
• Proven capability in applying machine learning methodologies between different problem domains and application areas
• Strong production mindset with emphasis on delivering solutions that create bottom-line value and tangible business outcomes
• Proficient in rapid prototyping and iterative development using Python and contemporary deep learning frameworks
• Advanced programming expertise in areas such as core PyTorch/JAX framework development. Exposure to C++ in production environments is a plus
• Comfortable partnering with other researchers developers and traders and working on cross-functional projects in a collaborative environment

Salary Range: $200000 - $300000 (salary range is exclusive of bonuses benefits or other categories of compensation)

Virtu Financial is an equal opportunity employer committed to a diverse and inclusive workplace welcoming you for who you are and does not discriminate on the basis of race national origin gender gender identity sexual orientation protected veteran status disability age or other legally protected status.

What We Do

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. We combine our market structure expertise and execution technology to provide deep liquidity and competitive bids and offers in over 19000 securities at over 235 venues in 36 countries and unrivaled execution technology to our clients while creating more efficient and stable markets worldwide. We strongly believe that transparency enables market participants to make better more informed decisions while making markets more efficient. We strictly adhere to our core set of client values with each and every trade: Transparency Reliability & Virtue.