Software Engineer - KDB Virtu Financial
New York, NY

Job Description

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

Virtu is looking for a highly motivated software engineer that has demonstrated expertise in Q/KDB, C++, C#, Computer Networks, Direct Market Data Feeds, Message Oriented Middleware and Agile Methodology. The desired candidate will develop and enhance our data infrastructure and become an expert in all phases of our software development lifecycle including requirements gathering, analysis, design, construction, deployment, and maintenance. The KDB developer will research, coordinate and resolve production support issues by interacting closely with product owners, clients and other stakeholders.

* Design and develop next generation Trade and Market data infrastructure.
* Review functional specifications and work with the project team to provide technical solutions that meet the needs of the business
* Conduct software compatibility tests and resolve interface and system architecture problems
* Conduct system modeling, simulation and analysis in designing software programs and applications
* Develop enhancements to existing software per specifications
* Build integration framework for capturing order flow and implementing realtime and historical analytics for internal and third party Order/Execution Management systems and Algorithms.
* Work with the market data vendor to design and implement Market Data feed handler
* Design databases and third party interfaces
* Work with other Market Data groups to solve highly technical and complex problems on multiple projects, and provide consultative support to team members
* Coordinate with other technology leads to ensure a consistent design and compatibility with all interfacing products

THE CANDIDATE

* A Bachelor's degree or Master's degree in Computer Science, Engineer, Math or related fields
* 5-7 years experience working in KDB/Q, preferably in high quality industry specific applications.
* Other required technical skills
* UNIX/Linux
* C+/C# / .NET
* SQL /Sybase/ RDBMS
* C+/C# / .NET
* Windows OS
* Networking Protocols and Programming: UDP, TCP/IP


* Preferred technical skills (in addition to the above):
* Service Oriented architectures
* COM
* PERL
* Python


* Demonstrated experience in object oriented programming, embedded systems, network programming, multithreading,
* Understanding of FIX or Trade work flow is added advantage.
* 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
* Interest in new and advanced programming languages