About the Role
As a Machine Learning Researcher at Virtu, you will pursue high-impact research opportunities within a results-oriented, agile organization. This role offers a rare combination of intellectual challenge and direct business impact. You will 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.
Responsibilities
- Investigate, evaluate, and prototype innovative algorithmic solutions using novel machine learning and deep learning techniques. Reinforcement learning experience is a bonus.
- 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.
Requirements
- 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.