VisualHFT is an advanced analytics platform designed for high-frequency trading environments, seeking a Quant Developer to contribute to their pre-MVP startup. The role involves working on a precision toolset that combines HPC engineering with quantitative finance research, focusing on market microstructure and electronic trading mechanics.
Responsibilities:
- 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