Virtu

Large Enterprises

Virtu Financial is a leading global electronic market maker and provider of financial technology, offering trading and execution services across a wide range of asset classes and markets. The publicly traded company is known for its high-frequency and algorithmic trading capabilities as well as its liquidity provision to markets worldwide.

3 interview notes · updated Jul 2026

Virtu·Data Scientist·Online Assessment (OA)

Jul 2026

Got a coding problem at Virtu for a Data Scientist role that was more competitive programming than anything data science related. One question, pretty involved, and I left unsure if my approach was even close to optimal.

You have n cards, each with a cost and a multiplier. Starting from some initial point value, you can buy any subset of cards in any order, as long as you can afford each card when you buy it. Buying a card subtracts its cost then multiplies your remaining points by its multiplier. Find the order and subset of cards that maximizes your final points.

“My first instinct was greedy, sort by multiplier descending and buy whatever you can afford.”

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Virtu·Data Scientist·Technical Phone Screen

Jun 2026

Virtu data scientist interview focused on a pretty involved ML system design problem around basketball shot prediction. One question but it had a lot of moving parts, and there was a tricky feature selection sub-question tucked in at the end that I almost glossed over.

Design an ML system to predict whether a basketball shot will go in or not, using only information available at the moment of release. Walk through problem formulation, data collection, features, modeling, loss function, evaluation, and feature selection. And specifically: if a feature fails a univariate significance test against the target, is it safe to drop it?

“The main design part I felt okay about.”

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Virtu·Data Scientist·Technical Phone Screen

Jun 2026

Coding round at Virtu for a Data Scientist role. One meaty implementation problem and two follow-ups that pushed into system design territory. Pretty standard algo interview dressed up as a game engine problem.

Implement the core logic for a Connect Four game engine: handle token placement with gravity, validate moves, and check for a win condition across all four directions after each move.
How would you extend this game engine to support more than two players?
If the board were extremely large, how would you optimize the win-checking logic?

“The win-checking part is where I spent most of my time.”

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