VisualHFT
Quant Developer (MUST HAVE EXPERIENCE AS QUANT DEVELOPER/RESEARCHER)
VisualHFT, Miami, Florida, us, 33222
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.
#J-18808-Ljbffr
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.
#J-18808-Ljbffr