Quant Developer (MUST HAVE EXPERIENCE AS QUANT DEVELOPER/RESEARCHER)

VisualHFT; Miami (FL); On-site; Confidential; Part time

Benefits offered by this job

1.5%-2.0% equity with a 4-year vesting schedule

Fully remote work

Async-friendly team

Opportunity for technical leadership

Job summary

A high-frequency trading analytics firm is searching for a technical innovator to enhance execution analytics. The role offers an equity compensation of 1.5%-2.0% with a 4-year vesting schedule, focusing on building crucial tools for modern electronic trading. Ideal candidates should possess a robust background in market microstructure, real-time systems, and financial research. This is a fully remote position, ideal for tech enthusiasts seeking to make a significant impact in the trading space.

Qualifications

• 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 including parallelization and memory layout tuning.
• Hands-on experience with financial research implementation and execution cost models.
• Comfortable with high-throughput data pipelines.

Skills

Understanding of market microstructure and electronic trading mechanics

Experience in real-time or low-latency systems (C#, C++, Rust)

HPC optimization

Financial research implementation

Modular, plugin-based system architectures

Job description

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)
• 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

What We Offer

• 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

Apply now and help define the analytics backbone of the most powerful HFT diagnostics platform in the market.