Crafting a precision toolset for modern electronic trading
Building a platform that bridges HPC engineering with quantitative finance research
Core contributor to the logic powering VisualHFT’s analytics engine

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

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

Quant Developer, Researcher

Key skills