Quantitative Analyst II
AffirmSalary not specified
Full Time
Mid-level (3 to 4 years)
Quantitative Researcher: Fixed Income at Virtu Financial
Boston, Massachusetts, United States
Not SpecifiedCompensation
Senior (5 to 8 years)Experience Level
Full TimeJob Type
UnknownVisa
Finance, Financial Services, TradingIndustries
Requirements
- PhD or Master’s degree in a quantitative field
- 4+ years of work experience in finance
- Institutional knowledge of fixed income markets with emphasis on trading-related aspects
- Ability to effectively communicate and collaborate with multi-office/region teams as well as work independently, and adapt to changes
- Strong python programming skills, including experience with scalable software design and development (not just scripting), experience with relational databases is a must
- Previous experience with statistical, machine learning and optimization techniques
- Hands-on experience with intraday financial data and analytics
- Ability to effectively use the Linux platform for development and data processing
- Familiarity with KDB/q and/or knowledge of C++ is a plus
Responsibilities
- Learn and be knowledgeable about our fixed income data, analytics and models, lead new improvements and/or initiatives, and handle their support
- Develop re-usable common framework components and contribute to interfaces that expose features of our analytics/model to internal and external clients
- Apply advanced data processing and statistical learning techniques to enhance expert knowledge in measuring and analyzing realized transactions costs of Virtu’s peer clients
- Conduct critical comparison of alternative data sources and, if necessary, integrate them in the production pipeline
- Effectively document use cases, requirements and architectural specifications related to the models and applications
- Work with product managers, FI trading desk and client services teams to understand, prioritize and effectively execute requirements
Skills
Key technologies and capabilities for this role
Questions & Answers
Common questions about this position
What is the location for this Quantitative Researcher role?
The role is based in Boston, supporting the Virtu Execution Services Business.
What education is required for this position?
A PhD or Master’s degree in a quantitative field is required.
What work experience is needed for the Quantitative Researcher role?
Candidates need 4+ years of work experience in finance.
What key knowledge is required for fixed income?
Institutional knowledge of fixed income markets with emphasis on trading-related aspects is required.
What salary or compensation does this role offer?
This information is not specified in the job description.
Virtu Financial
Market making and trading solutions provider
About Virtu Financial
Virtu Financial specializes in market making and trading solutions, providing services that enhance the efficiency of financial markets. The company uses advanced technology and its understanding of market structures to offer a variety of products, including execution services, liquidity sourcing, and analytics. Clients such as institutional investors and broker-dealers benefit from Virtu's ability to generate liquidity, which helps stabilize markets. A key feature of Virtu's offerings is its Open Technology platform, which supplies clients with data-as-a-service, including a library of APIs and tools to improve trading strategies. Unlike many competitors, Virtu emphasizes transparency and a comprehensive approach to trading, aiming to support clients in navigating global financial markets effectively.
New York City, New YorkHeadquarters
2008Year Founded
$194.5MTotal Funding
IPOCompany Stage
Fintech, Financial ServicesIndustries
501-1,000Employees