Market Data Recording Lead (Python/C++)

$200,000 - $250,000/Yr

Virtu Financial - New York City, NY

Full-time - Mid Level

New York City, NY

Securities, Commodity Contracts, and Other Financial Investments and Related Activities

About the position

Virtu's Research Technology team is looking for a passionate developer to lead our market data recording project. At the moment this work is distributed across the small group of technologists that make up the research tech team but we believe this effort would benefit from a dedicated lead that devotes most of their time to this project. This is an exciting opportunity to work with a leading trading firm on projects that will directly impact the firm's success. You will play a critical role in building out the infrastructure that enables our traders and quants to simulate and translate their ideas into impactful trading strategies. We mostly use Python, C++ and Java with a variety of open-source tools along with proprietary solutions.

Responsibilities

• Develop tools to organize, manage and ensure the quality of petabytes of market data using distributed file systems and databases
• Work both with normalized market data and raw captures from exchanges
• Build tooling to identify any recording or market data quality issues in close to real-time
• Guide our operations team on best practices for the deployment and maintenance of our recording stack
• Lead efforts to debug issues across the whole stack - from our python data management processes to the C++ recorders and C++ market data normalization layer
• Work on storing our market data as efficiently as possible and managing historical retention

Requirements

• Experience in managing and working with raw & normalized market data and other large datasets in distributed environments
• Strong programming skills: fluency in Python, C++ and to a lesser extent Java
• Exceptional problem-solving skills and ability to solve technical problems under pressure
• Great communication skills and the ability to collaborate with peers
• Intellectually curious and self-motivated
• Ability to communicate within and across teams, at a high and low level, on both technical and non-technical subjects
• Desire to assume responsibility and ownership for the success and progression of the research tech ecosystem
• Familiarity with Unix/Linux environment and tools

Benefits

• Salary Range: $200,000 - $250,000 (salary range is exclusive of bonuses, benefits or other categories of compensation)