Who we are

Virtue Research is a research firm that utilises proprietary trading ideas to deploy solely its own capital. We seek to earn exceptional risk adjusted returns through the use of advanced technology and rigorous empirical research. We grow rapidly as a young and ambitious startup in quantitative trading field.

What we do

Virtue Research approaches quantitative trading through data driven and scientific method. We apply interdisciplinary approach from latest research in predictive modelling, computer science and finance. We combine huge amount of data, intense computing power and financial knowledge to develop sophisticated trading models combined with prudent risk management.

Vision

Virtue Research has a unique structure of incorporating a charitable foundation as its main shareholder. Through this structure, we are solely focused on making social impact as our primary motivation, maintaining a long term view and avoiding excessive risk taking. We want to make impact to some of the most pressing global issues through our foundation. We believe by aligning our incentives to the interests of our communities who are our shareholders, wealth can be created with social conscience. We want to offer an alternative business model for the future.

Methodology

Idea Generation
We encourage thinking in terms of arbitrage or relative value and demand strong intuition and logic behind each trading strategy. Most of our trading ideas are grounded in both financial theory and market microstructure.

Data Management
We combine exchange quotes from thousands of stocks with fundamental issuer data, macroeconomic indicators and information from the leading news feeds. In addition, we use fully-adjusted unbiased historical data from premium providers.

Risk Management
We designed a multi-layer risk management system with high reaction speed while a dedicated desk team monitors strategies behaviour in real time.

Execution
We employ proprietary execution algorithms equipped with smart order routing and optimal usage of different order types to reduce transaction costs.

Backtesting
We put special attention to overfitting risks and associated biases. All our decisions are based purely on out-of-sample performance. We employ custom set of performance metrics and statistical tests.

Live Trading
Our execution algorithms are designed to take advantage of exchange rebates to off-set implicit transaction costs. Sufficiently large turnover allows us to have favourable fee schedule from several well-known brokers.

Join our team

Software Developer
Developers work on our in house automated trading systems, as well as other infrastructure to support our trading and operations. We're looking for strong programmers who thrive in a fast-paced environment.

Responsibilities

  • Designing and implementing a high-frequency trading platform, which includes collecting quotes and trades from and disseminating orders
  • Developing systems that provide easy access to historical market data and trading simulations
  • Developing and maintaining applications for collecting, processing and delivering historical market data
  • Shaping the future of the core engineering team

Qualifications
The ideal candidate will have:

  • A degree in Computer Science
  • Strong experience in C++ and Python
  • Prior experience with, or in depth knowledge of, large scale data intensive applications
  • Experience with, or in depth knowledge of, cloud based compute and storage technologies
  • Working knowledge of Linux
  • Good analytical and problem solving skills
  • Strong communication skills 
  • The ability to manage multiple tasks in a fast-paced environment

Please send your CV and cover letter to [email protected]

Contact

Email us at [email protected]
Our address: 71-75 Shelton Street, London WC2H 9JQ, United Kingdom.

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