Quant Developer
MUST HAVE EXPERIENCE AS QUANT DEVELOPER/RESEARCHER
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.
What We’re Looking For
We’re seeking a Quantitative Developer who combines deep market microstructure expertise with a strong foundation in real-time, low-latency system design. This is a hands-on, equity-only role focused on translating quantitative models and financial research into performant, actionable tools for traders.
As an early team member, you'll own the architecture and implementation of real-time metrics, indicators, and diagnostics at the heart of VisualHFT.
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
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
What We Offer
• Equity: 1.5%–2.0% equity with a 4-year vesting schedule (1-year cliff)
• 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.
Apply Now
Apply Now
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.
What We’re Looking For
We’re seeking a Quantitative Developer who combines deep market microstructure expertise with a strong foundation in real-time, low-latency system design. This is a hands-on, equity-only role focused on translating quantitative models and financial research into performant, actionable tools for traders.
As an early team member, you'll own the architecture and implementation of real-time metrics, indicators, and diagnostics at the heart of VisualHFT.
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
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
What We Offer
• Equity: 1.5%–2.0% equity with a 4-year vesting schedule (1-year cliff)
• 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.
Apply Now
Apply Now