Job Description
About the position 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. 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 Nice-to-haves • 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 Apply tot his job
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