Quant Developer, Experience Required

📋 Description

• As a pre-revenue startup in the pre-MVP stage, we are developing a precise toolset tailored for contemporary electronic trading.

• Our goal is to create a platform that integrates HPC engineering with quantitative finance research, and this role will be crucial to achieving that vision.

⛳️ Requirements

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

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

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

• Practical experience in implementing financial research (execution cost models, 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 algorithm execution environments.

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

• Understanding of infrastructure monitoring within trading systems (latency breakdowns, tick-to-trade analysis).

• Familiarity with 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: A core contributor to the logic behind VisualHFT’s analytics engine.

• Impact: Your contributions will serve as the foundation for VisualHFT’s advantage in execution analytics and trading diagnostics.

• Flexibility: Fully remote position with an asynchronous-friendly team distributed across various time zones.