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Virtu Financial, Inc.

Virtu Financial is a global financial services firm and market maker providing liquidity, execution services, analytics, and trading technology across multiple asset classes.
New York, NY, USA

Description

Virtu Financial, Inc. leverages market-structure expertise and technology to provide liquidity and transparent trading solutions across equities, ETFs, foreign exchange, futures, fixed income, cryptocurrency, and commodities. Its offerings include market making, execution services, liquidity sourcing, multi-asset analytics, data products, compliance tools, and broker-neutral workflow technology.

Technology & Skills

Uncover the hard and soft skills and tools employed by the organization, and gain insight into the technologies that drive their success
MYSQL
CLEARANCE
OPTIONS PRICING
ARROW
BACKEND
LOW-LATENCY
REINFORCEMENT LEARNING
REPORTING
TRADING
SALT
SOFTWARE DEVELOPMENT
FRENCH
KEYCLOAK
PERFORMANCE
TRADING TOOLS
SIGNAL GENERATION
DISTRIBUTED TRAINING
PROGRAMMING
PORTFOLIO RISK
SIEM
ANALYTICS
CONCURRENCY
HARDWARE
HTML
DEEP LEARNING
UNIX
RECONCILIATION
PYTHON
IPS
MATHEMATICS
PROTOTYPING
ATLASSIAN
SITE RELIABILITY
SECURITY ASSESSMENT
CSS
TYPESCRIPT
TROUBLESHOOTING
JAVA
RESEARCH
PREDICTION MARKETS
KDB
FINANCIAL MARKET
SOFTWARE ENGINEERING
STATISTICAL ARBITRAGE
INCIDENT MANAGEMENT
FOREIGN EXCHANGE
POSTGRESQL
FRONTEND
RISK MITIGATION
VOLATILITY MODELING
RISK MANAGEMENT
WPF
TCP
ENERGY
ALGORITHMIC TRADING
INFORMATION SECURITY
QUANTITATIVE
ETF
STATISTICAL METHODS
CAPACITY PLANNING
SQL
LIQUIDITY
DATA VISUALIZATION
ELECTRONIC TRADING
AGILE
ORDER MANAGEMENT
WINDOWS
ALGORITHMS
HPC
EQUITIES
SLURM
GIT
UDP
MARKET MICROSTRUCTURE
STATIC ANALYSIS
FPGA
TRADING SYSTEMS
MARKET STRUCTURE
CLIENT SERVICE
ARCHITECTURE
AI
COMMUNICATION
MARKET MAKING
ROUTING
FIXED INCOME
FORECASTING
BACKTESTING
QUANTITATIVE ANALYSIS
QUANTITATIVE TRADING
CONFIGURATION MANAGEMENT
ANGULAR
OBJECT-ORIENTED PROGRAMMING
JAX
DERIVATIVES
FINANCE
UI
NETWORK MONITORING
DATA
IDS
THREAT MANAGEMENT
JUPYTER
REACT
PERFORMANCE OPTIMIZATION
VISUALIZATION
LOW-LATENCY SYSTEMS
INFRASTRUCTURE
SYSTEM ARCHITECTURE
STATISTICAL MODELING
FINANCIAL SERVICES
DISTRIBUTED SYSTEMS
SIMULATION
CI/CD
SYSTEMVERILOG
AUTOMATION
BONDS
OPERATIONS
API DESIGN
EXPERIMENT TRACKING
ASIC
PERL
TRADING STRATEGY
SALES
NUMPY
IP
LINUX
SECURITY AUTOMATION
JAVASCRIPT
TENSORFLOW
VULNERABILITY MANAGEMENT
NTP
DATA-PIPELINE
RISK
DAGSTER
REGULATION
UNIT TESTING
BASH
PRODUCT
ANALYSIS
POWERSHELL
VERILOG
PERFORMANCE ANALYSIS
TEAMCITY
NODE.JS
ALGORITHM
BIOS
PUPPET
DEPENDENCY MANAGEMENT
TRADE ANALYSIS
GPU
WEBSOCKET
C
STRATEGY
ALGORITHM DEVELOPMENT
TELERIK
ORDER
PARQUET
ANSIBLE
SCRIPTING
DISTRIBUTED
TRADING ALGORITHM
PROBLEM-SOLVING
BOND
STATISTICS
OPTIONS TRADING
.NET
QUANTITATIVE RESEARCH
SETTLEMENT
VBA
NFS
OBJECT-ORIENTED DESIGN
CLIENT RELATIONSHIP
PRESENTATIONS
NCCL
GUI
PREDICTIVE MODELING
GO
SYSTEM DESIGN
FEATURE ENGINEERING
DISTRIBUTED SYSTEM
REST
FINANCIAL MARKETS
TRADING SYSTEM
CLEARING
RISK MODELING
CLIENT SUPPORT
DESKTOP
DATABASE
MULTITHREADING
DATA ANALYSIS
SCALABILITY
POLARS
KERNEL TUNING
RTL
VERIFICATION
PANDAS
EQUITY TRADING
SERVER
PROFILING
OPTIMIZATION
MACHINE-LEARNING
NODE
LOW-LATENCY SYSTEM
PYTORCH
NETWORKING
POSTGRES
OPTIONS
TRADE SUPPORT
DHCP
PREFECT
PRICING
MANDARIN
PROBABILITY
DEVEXPRESS
PROBLEM SOLVING
SQL
CLIENT INTERACTION
SYNCFUSION
PROGRAMMING
CONCURRENT SYSTEM
KICKSTART
WORKFLOW AUTOMATION
TRADING PROJECT
NSIGHT SYSTEMS
JAVA
COMMUNICATION
HOROVOD
C#
OPTIONS MARKET MAKING
VIVADO
WINFORMS
VOLATILITY TRADING
PROCESS DEVELOPMENT
FINANCIAL MARKET
LOW-LATENCY TRADING SYSTEM
APAC MARKETS
EVENT-DRIVEN TRADING
QUANTITATIVE PROBLEM-SOLVING
CLIENT CONNECTIVITY
JOB ORCHESTRATION
TFTP
PRODUCT DEVELOPMENT
CLIENT SUPPORT
PYTHON
HT CONDOR
HTC CLUSTER
PYTORCH PROFILER
TRADE EXECUTION
MATHEMATICS
QUARTUS
TRADING PUZZLE
ANTI-MALWARE

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