Quantitative Strategist (Futures)

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. As a market maker, Virtu provides deep liquidity that helps to create more efficient markets around the world. Our market structure expertise, broad diversification, and execution technology enables us to provide competitive bids and offers in over 19,000 securities, at over 235 venues, in 36 countries worldwide.

THE ROLE

We’re looking for Quantitative Strategists with demonstrated expertise in Futures markets to help propel Virtu’s research and electronic trading operations forward. In this role, you will apply Futures market structure expertise with strong research fundamentals to build new trading ideas, refine existing strategies and further develop our quantitative infrastructure.  The ideal candidate will be focused on building models and analytics for Futures spot and derivatives trading, and will have the opportunity to contribute meaningfully to research that directly impacts alpha generation.

Virtu’s environment is both collegiate and collaborative, and our work culture encourages exposure across many teams. The ideal candidate will work alongside fellow quants, traders and seasoned software engineers to help lead the effort of developing our Futures trading desk.

• Conduct background research necessary for development of trading strategies
• Analyze existing strategies to identify potential improvements
• Apply your observation skills and modern statistical methods to identify and build predictive models
• Create tools to automate research tasks and improve visualization of complex data sets

 SKILLS

• 5+ years of experience working in a quantitative research role with direct experience within Futures markets
• Expertise of financial market microstructure, data, and trading protocols with emphasis on Futures markets (spot, futures, forwards)
• Advanced degree in a quantitative field (Applied Math, Physics, Statistics, etc.)
• Strong programming skills in either C++ and/or Python
• Experience working in Linux/UNIX environment
• Strong written and verbal communication skills
• Strong drive for success within a collaborative team