Quant Developer (MUST HAVE EXPERIENCE AS QUANT DEVELOPER/RESEARCHER)
VisualHFTMiami, FLRemoteOther
Salary not published by the employer
Timing
- Posted by employer
- Jan 9, 2026, 4:40 PM UTC7 months ago
- Detected by our platform
- Aug 14, 2026, 2:29 PM UTC4 hours ago
- Last confirmed present
- Aug 14, 2026, 2:29 PM UTC
- Detected closed
- —
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.