- Employment
- Employee
About the role
**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.
**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.
Perks & benefits
- Equity Compensation
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