Quant Developer, Experience Required
Job Description:
• 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:
• 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
• 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:
• 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