Quant Developer, Experience Required

This is a fully remote position, open to applicants in United States.

📋 Description

• We are a nascent startup in the pre-MVP and pre-revenue phase, developing an advanced precision toolset for contemporary electronic trading.

• Our objective is to create a platform that integrates HPC engineering with quantitative finance research, and this position will be instrumental in that initiative.

⛳️ Requirements

• In-depth knowledge of market microstructure and the principles of electronic trading.

• Extensive experience with real-time or low-latency systems (preferably in C#, C++, or Rust).

• Demonstrated expertise in HPC optimization, including parallelization, memory layout tuning, and zero-GC systems.

• Practical experience in implementing financial research (such as execution cost models and order flow analytics).

• Proficient in modular, plugin-based system architectures and high-throughput data pipelines.

• 🦄 Bonus Points: Experience in high-frequency trading (HFT), market-making, or algorithmic execution environments.

• Familiarity with ITCH/FIX/OUCH protocols and the specific microstructure behaviors of exchanges.

• Knowledge of infrastructure monitoring within trading systems, including latency breakdowns and 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 compensation until funding is secured or revenue is generated.

• Technical Leadership: You will be a core contributor to the logic behind VisualHFT’s analytics engine.

• Impact: Your contributions will lay the groundwork for VisualHFT’s advantages in execution analytics and trading diagnostics.

• Flexibility: Enjoy a fully remote, asynchronous-friendly team that spans across various time zones.