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Software Engineer (kdb+/q)

New York

VIRTU

As a leading financial technology firm, we leverage cutting-edge technology to deliver liquidity to global markets as well as innovative, transparent trading solutions and industry standard-setting analytics tools to our clients. As a market maker, Virtu provides deep liquidity that helps to create more efficient markets around the world. Our market structure expertise, broad diversification, and execution technology enables us to provide competitive bids and offers in over 19,000 securities, at over 235 venues, in 36 countries worldwide. 

Virtu offers a dynamic, meritocratic environment with a flat hierarchy. No finance background is necessary or expected. This is a great opportunity for the right candidate to kick start a career in the financial technology space.

THE ROLE

We are seeking an experienced kdb+ Developer to join our team with an initial focus on further enhancing our reference data infrastructure. This role offers the opportunity to make significant impact on critical data systems and work with our main development team on broader trading and analytics platforms.

The KDB developer will research, coordinate and resolve production support issues by interacting closely with product owners, clients and other stakeholders.

  • Redesign and optimize existing reference data systems for improved performance, scalability, and reliability
  • Implement robust data validation, cleansing, and reconciliation processes
  • Develop and maintain interfaces with external data vendors, market data feeds, and internal systems
  • Analyze and tune kdb+ queries and processes for optimal memory usage and execution speed
  •  Create comprehensive technical documentation and establish coding standards for the reference data platform

THE CANDIDATE

  • A Bachelor’s degree or Master’s degree in Computer Science, Engineer, Math or related fields
  • Minimum 2+ years of hands-on experience with kdb+ and q programming language
  • Strong understanding of time-series databases, column-oriented storage, and in-memory computing concepts
  • Proven technical knowledge in software development methodologies, design and implementation
  • Demonstrated ability to effectively communicate quantitative and conceptual topics and concepts
  • Previously demonstrated excellent problem solving aptitude
  • Demonstrated ability to work independently, handle multiple tasks simultaneously and adapt quickly to changes
  • Strong analytical skills with ability to review complex requests, sometimes without clear functional specs and provide a robust technical solution.
  • Excellent written and verbal communication skills for technical documentation and cross-team collaboration
  • Ability to manage multiple priorities and deliver projects on time
  • Meticulous approach to data quality and system reliability
  • Interest in new and advanced programming languages

 

DESIRED, BUT NOT REQUIRED

  • Experience in investment banking, asset management, or financial technology; Understanding of FIX or Trade work flow; Fixed Income experience being a strong plus
  • Knowledge of securities master data, corporate actions, and data vendor formats (Bloomberg, Reuters, etc.)
  • Experience with low-latency, high-volume data processing systems, embedded systems, network programming, and/or multithreading
  • Experience with Linux, Unix, DevOps practices and CI/CD pipelines

 

Salary Range: $125,000 - $200,000 (salary range is exclusive of bonuses, benefits or other categories of compensation)

Virtu Financial is an equal opportunity employer, committed to a diverse and inclusive workplace, welcoming you for who you are and does not discriminate on the basis of race, national origin, gender, gender identity, sexual orientation, protected veteran status, disability, age, or other legally protected status.

 

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