Market Data Recording Lead (Python/C++)

$200,000 - $250,000/Yr

Virtu Financial - New York, NY

Full-time - Senior

New York, NY

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

About the position

The Market Data Recording Lead at Virtu Financial is responsible for developing tools to manage and ensure the quality of petabytes of market data. This role involves working with both normalized and raw market data, building tooling to identify data quality issues, guiding operations on best practices, and debugging issues across the data management and recording stack. The position is critical for supporting traders and quants in simulating and translating their ideas into impactful trading strategies.

Responsibilities

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

Requirements

• Experience in managing and working with raw & normalized market data and 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 ability to collaborate with peers
• Intellectually curious and self-motivated
• Ability to communicate within and across teams on both technical and non-technical subjects
• Desire to assume responsibility and ownership for the success of the research tech ecosystem
• Familiarity with Unix/Linux environment and tools

Benefits

• Competitive salary range of $200,000 - $250,000
• Equal opportunity employer with a commitment to diversity and inclusion