Minimum 2 years of applied experience in deep learning solutions.
Proven adaptability in applying machine learning techniques across diverse fields.
Strong focus on delivering impactful, business-focused solutions.
Proficient in rapid prototyping using Python and deep learning frameworks.
Advanced programming skills in PyTorch/JAX; C++ exposure is a plus.
Collaborative mindset with experience in cross-functional team environments.
Responsibilities
Investigate and prototype innovative algorithmic solutions with machine learning techniques.
Develop deep learning models that directly influence profit and loss.
Implement advanced ML approaches for forecasting and optimization challenges.
Conduct empirical research and prototype novel architectures using Python/PyTorch/TensorFlow.
Translate cutting-edge research methods to financial market applications.
Collaborate with traders and researchers to create actionable data features.
Benefits
Supportive and agile organizational culture focused on results.
Opportunity for high-impact research with immediate business implications.
Access to cutting-edge models and infrastructure.
Collaborative work environment across teams and disciplines.
Commitment to diversity and inclusion in the workplace.
Full Job Description
As a Machine Learning Researcher at Virtu, you'll pursue high-impact research opportunities within a results-oriented, agile organization. This role offers the rare combination of intellectual challenge and direct business impact. You'll tackle complex problems without obvious solutions, taking ownership of our entire modeling ecosystem-from feature engineering and deep learning architecture design to training dynamics and execution strategy. Your innovations will directly influence how we operate in markets globally, making a tangible difference in a field that demands constant evolution, creative problem-solving, and first-principles thinking.
A sense of curiosity, strong technical skillset, and collaborative mentality make you a good fit for this position, regardless of what industry you come from.
The Role
Investigate, evaluate, and prototype innovative algorithmic solutions using novel machine learning and deep learning techniques. Reinforcement learning experience is a bonus
Results oriented mindset with a focus on developing deep learning models that directly impact P&L
Implement sophisticated ML approaches for forecasting, feature engineering, and optimization challenges
Conduct empirical ML research across multiple problem domains, rapidly prototyping and iterating novel architectures in Python/PyTorch/TensorFlow to solve challenging market problems
Apply logical and mathematical reasoning to translate cutting-edge research methods between application areas. Adapt techniques from your area of expertise to achieve breakthrough results in the financial markets
Partner with quantitative traders, researchers, and developers across teams to transform market insights into actionable data features and predictive models
The Candidate
Minimum 2 years of applied experience developing deep learning solutions across diverse fields
Proven capability in applying machine learning methodologies between different problem domains and application areas
Strong production mindset with emphasis on delivering solutions that create bottom-line value and tangible business outcomes
Proficient in rapid prototyping and iterative development using Python and contemporary deep learning frameworks
Advanced programming expertise in areas such as core PyTorch/JAX framework development. Exposure to C++ in production environments is a plus
Comfortable partnering with other researchers, developers, and traders and working on cross-functional projects in a collaborative environment
Salary Range: $200,000 - $300,000 (salary range is exclusive of bonuses, benefits or other categories of compensation)
About Virtu Financial, Inc.
Virtu Financial, Inc. is a leading financial services firm that provides liquidity, execution, and risk management services to the global financial markets. The company's advanced technology and trading platform enable it to provide deep liquidity and competitive pricing to its clients, which include banks, brokers, and other financial institutions. Virtu Financial was founded in 2008 and is headquartered in New York City.