VisualHFT LLC
Quant Developer (MUST HAVE EXPERIENCE AS QUANT DEVELOPER/RESEARCHER)
Be an Early Applicant
Build and optimize low-latency, high-throughput analytics for HFT environments. Implement financial research (execution cost models, order flow analytics), architect modular plugin systems, and perform HPC tuning (parallelization, memory layout, zero-GC) to power real-time microsecond-resolution trading diagnostics.
NOTE: this is a non-salaried position. Equity offering only.
Who We Are
VisualHFT is an advanced analytics platform purpose-built for high-frequency trading environments. Designed for traders, quants, and financial engineers, we provide deep insights into execution quality, market microstructure, and real-time system performance — down to the microsecond.
As a pre-MVP, pre-revenue startup, we are crafting a precision toolset for modern electronic trading. We're building a platform that bridges HPC engineering with quantitative finance research, and this hire will be key to that effort.
Tasks
What We’re Looking For
* Deep understanding of market microstructure and electronic trading mechanics
* Strong experience in real-time or low-latency systems (C#, C++, or Rust preferred)
* Proven work in HPC optimization: parallelization, memory layout tuning, zero-GC systems
* Hands-on experience with financial research implementation (execution cost models, order flow analytics)
* Comfortable with modular, plugin-based system architectures and high-throughput data pipelines
Requirements
* Deep understanding of market microstructure and electronic trading mechanics
* Strong experience in real-time or low-latency systems (C#, C++, or Rust preferred)
* Proven work in HPC optimization: parallelization, memory layout tuning, zero-GC systems
* Hands-on experience with financial research implementation (execution cost models, order flow analytics)
* Comfortable with modular, plugin-based system architectures and high-throughput data pipelines
🌟 Bonus Points
* Experience in an HFT, market-making, or algo execution environment
* Familiarity with ITCH/FIX/OUCH protocols and exchange-specific microstructure behaviors
* Understanding of infrastructure monitoring in trading systems (latency breakdowns, tick-to-trade analysis)
* Exposure to quantitative strategy simulation and live production systems
Benefits
What We Offer
* Equity: 1.5%–2.0% equity with a 4-year vesting schedule (1-year cliff)
* Non salary until we get funded or revenue achieved
* Technical Leadership: Core contributor to the logic powering VisualHFT’s analytics engine
* Impact: Your work will be the foundation of VisualHFT’s edge in execution analytics and trading diagnostics
* Flexibility: Fully remote, async-friendly team distributed across time zones
* Vision: Build a toolset that becomes mission-critical to professional traders and quant funds
Apply now and help define the analytics backbone of the most powerful HFT diagnostics platform in the market.
Who We Are
VisualHFT is an advanced analytics platform purpose-built for high-frequency trading environments. Designed for traders, quants, and financial engineers, we provide deep insights into execution quality, market microstructure, and real-time system performance — down to the microsecond.
As a pre-MVP, pre-revenue startup, we are crafting a precision toolset for modern electronic trading. We're building a platform that bridges HPC engineering with quantitative finance research, and this hire will be key to that effort.
Tasks
What We’re Looking For
* Deep understanding of market microstructure and electronic trading mechanics
* Strong experience in real-time or low-latency systems (C#, C++, or Rust preferred)
* Proven work in HPC optimization: parallelization, memory layout tuning, zero-GC systems
* Hands-on experience with financial research implementation (execution cost models, order flow analytics)
* Comfortable with modular, plugin-based system architectures and high-throughput data pipelines
Requirements
* Deep understanding of market microstructure and electronic trading mechanics
* Strong experience in real-time or low-latency systems (C#, C++, or Rust preferred)
* Proven work in HPC optimization: parallelization, memory layout tuning, zero-GC systems
* Hands-on experience with financial research implementation (execution cost models, order flow analytics)
* Comfortable with modular, plugin-based system architectures and high-throughput data pipelines
🌟 Bonus Points
* Experience in an HFT, market-making, or algo execution environment
* Familiarity with ITCH/FIX/OUCH protocols and exchange-specific microstructure behaviors
* Understanding of infrastructure monitoring in trading systems (latency breakdowns, tick-to-trade analysis)
* Exposure to quantitative strategy simulation and live production systems
Benefits
What We Offer
* Equity: 1.5%–2.0% equity with a 4-year vesting schedule (1-year cliff)
* Non salary until we get funded or revenue achieved
* Technical Leadership: Core contributor to the logic powering VisualHFT’s analytics engine
* Impact: Your work will be the foundation of VisualHFT’s edge in execution analytics and trading diagnostics
* Flexibility: Fully remote, async-friendly team distributed across time zones
* Vision: Build a toolset that becomes mission-critical to professional traders and quant funds
Apply now and help define the analytics backbone of the most powerful HFT diagnostics platform in the market.
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