Quant Developer, Experience Required

Job Description: • 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 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 • 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 Benefits: • 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