NOTE: this is a non-salaried position. Equity offering only.
Who We Are
VisualHFT is an advanced analytics platform purpose-built for high‑frequency trading environments. Designed for traders, quants, and financial engineers, we provide deep insights into execution quality, market microstructure, and real‑time system performance — down to the microsecond.
As a pre‑MVP, pre‑revenue startup, we are crafting a precision toolset for modern electronic trading. We're building a platform that bridges HPC engineering with quantitative finance research, and this hire will be key to that effort.
Tasks
What We’re Looking For
- 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)