VisualHFT

Quant Developer – Must Have Experience

VisualHFT

full-time

Posted on:

Location Type: Remote

Location: United States

Visit company website

Explore more

AI Apply
Apply

Tech Stack

About the role

  • Crafting a precision toolset for modern electronic trading
  • Building a platform that bridges HPC engineering with quantitative finance research

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
  • 1.5%–2.0% equity with a 4-year vesting schedule (1-year cliff)
  • Non salary until we get funded or revenue achieved
  • Core contributor to the logic powering VisualHFT’s analytics engine
  • Your work will be the foundation of VisualHFT’s edge in execution analytics and trading diagnostics
  • Fully remote, async-friendly team distributed across time zones
  • Build a toolset that becomes mission-critical to professional traders and quant funds
Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard Skills & Tools
C#C++RustHPC optimizationparallelizationmemory layout tuningzero-GC systemsexecution cost modelsorder flow analyticshigh-throughput data pipelines