[Hiring] Quant Developer @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