Machine Learning Researcher

About the role

Virtu is a quantitative trading firm that uses cutting-edge models and infrastructure to provide liquidity to the global markets.

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)