Quant Developer
Full-time
VisualHFT
Role Description
VisualHFT is an advanced analytics platform purpose-built for high-frequency trading environments. 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.
Qualifications
- 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
Benefits
- 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
Vacancy posted 2 days ago
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