Quant Developer – Must Have Experience as Quant Developer/Researcher

🔥 0 minutes ago

🇺🇸 United States – Remote

⏰ Full Time

🟡 Mid-level

🟠 Senior

🖥 Software Engineer

👻 Ghost score 15%

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VisualHFT

WebsiteLinkedInAll Job Openings

1 - 10 employees

Founded 2024

💳 Fintech

🤝 B2B

💸 Finance

💰 $1k Pre Seed Round - VisualHFT on 2024-08

Fintech • B2B • Finance

VisualHFT is an institutional-grade real-time market microstructure analytics platform that provides low-latency, multi-exchange market data, advanced visualizations (heatmaps, L3/order-book views), and infrastructure monitoring for algorithmic traders, quants, and trading firms. It pairs an open-source high-performance core (nanosecond timestamps, zero-allocation memory model) with commercial extensions, plugin analytics, ML integration, and tools for risk management, surveillance, and execution analytics. The product is focused on B2B institutional use with direct exchange connectivity, developer SDKs, and enterprise-scale performance.

📋 Description

• Develop the analytics backbone for VisualHFT’s high-frequency trading diagnostics platform • Contribute to the logic powering execution analytics and trading diagnostics • Bridge HPC engineering with quantitative finance research • Implement financial research capabilities such as execution cost models and order flow analytics • Work with real-time or low-latency systems and high-throughput data pipelines • Build and support modular, plugin-based system architectures • Help define the foundation of the pre-MVP, pre-revenue platform for professional traders and quant funds

🎯 Requirements

• MUST HAVE EXPERIENCE AS QUANT DEVELOPER/RESEARCHER • 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, including execution cost models and order flow analytics • Comfortable with modular, plugin-based system architectures and high-throughput data pipelines • Experience in an HFT, market-making, or algo execution environment (bonus) • Familiarity with ITCH/FIX/OUCH protocols and exchange-specific microstructure behaviors (bonus) • Understanding of infrastructure monitoring in trading systems, including latency breakdowns and tick-to-trade analysis (bonus) • Exposure to quantitative strategy simulation and live production systems (bonus)

🏖️ 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