About the job
Virtu is a premier financial services firm that utilizes state-of-the-art technology to enhance liquidity across global markets and provide innovative, transparent trading solutions for our clients. As a leading market maker, Virtu contributes significant liquidity, fostering more efficient markets worldwide. Our expertise in market structure, extensive diversification, and advanced execution technology empower us to offer competitive bids and offers across over 19,000 securities, at more than 235 venues in 36 countries.
The firm's complementary core services—market making, client execution services, and trading venues—grant Virtu a unique advantage in developing and deploying pioneering tools that enhance efficiency and performance throughout the organization. Our daily efforts enable investors globally to achieve superior trading outcomes. Our teams set high standards and are dedicated to delivering best-in-class service to institutional investors worldwide. From traders to technologists and everyone in between, we are driven by innovation, problem-solving, and making a significant impact on our clients' success.
THE ROLE
Virtu is seeking a skilled and meticulous Quantitative Researcher to join our Financial Engineering team in Boston, providing support to our Virtu Execution Services Business. This position focuses on the research, development, deployment, and maintenance of our cutting-edge statistical models for pre- and post-trade decision support related to fixed income securities, facilitating their integration into trading applications. The ideal candidate will join a robust team dedicated to trading-related research and development, applying principles of scientific computing, statistical learning, and advanced analytical and programming skills to create actionable tools that enhance decision-making across various asset classes including equity, fixed income, and FX.

