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. Were building a platform that bridges HPC engineering with quantitative finance research and this hire will be key to that effort.
Tasks
What Were 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 VisualHFTs analytics engine
- Impact: Your work will be the foundation of VisualHFTs 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.
NOTE: this is a non-salaried position. Equity offering only.Who We AreVisualHFT 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-...
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. Were building a platform that bridges HPC engineering with quantitative finance research and this hire will be key to that effort.
Tasks
What Were 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 VisualHFTs analytics engine
- Impact: Your work will be the foundation of VisualHFTs 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.
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