{"schemaVersion":"jobsearcher.job.v1","id":"02057c3e2ca91014f69f5454","url":"https://jobsearcher.com/jobs/02057c3e2ca91014f69f5454","canonicalUrl":"https://jobsearcher.com/jobs/02057c3e2ca91014f69f5454","title":"Quant Developer (MUST HAVE EXPERIENCE AS QUANT DEVELOPER/RESEARCHER)","description":"NOTE\r\nthis is a non-salaried position. Equity offering only.\r\nWho We Are\r\nVisualHFT 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.\r\nAs 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.\r\nTasks\r\nWhat We're Looking For\r\nDeep understanding of market microstructure and electronic trading mechanics\r\nStrong experience in real-time or low-latency systems (C#, C++, or Rust preferred)\r\nProven work in HPC optimization: parallelization, memory layout tuning, zero-GC systems\r\nHands-on experience with financial research implementation (execution cost models, order flow analytics)\r\nComfortable with modular, plugin-based system architectures and high-throughput data pipelines\r\nRequirements\r\nDeep understanding of market microstructure and electronic trading mechanics\r\nStrong experience in real-time or low-latency systems (C#, C++, or Rust preferred)\r\nProven work in HPC optimization: parallelization, memory layout tuning, zero-GC systems\r\nHands-on experience with financial research implementation (execution cost models, order flow analytics)\r\nComfortable with modular, plugin-based system architectures and high-throughput data pipelines\r\nBonus Points\r\nExperience in an HFT, market-making, or algo execution environment\r\nFamiliarity with ITCH/FIX/OUCH protocols and exchange-specific microstructure behaviors\r\nUnderstanding of infrastructure monitoring in trading systems (latency breakdowns, tick-to-trade analysis)\r\nExposure to quantitative strategy simulation and live production systems\r\nBenefits\r\nWhat We Offer\r\nEquity : 1.5%–2.0% equity with a 4-year vesting schedule (1-year cliff)\r\nNon salary until we get funded or revenue achieved\r\nTechnical Leadership : Core contributor to the logic powering VisualHFT's analytics engine\r\nImpact : Your work will be the foundation of VisualHFT's edge in execution analytics and trading diagnostics\r\nFlexibility : Fully remote, async-friendly team distributed across time zones\r\nVision : Build a toolset that becomes mission-critical to professional traders and quant funds\r\nApply now and help define the analytics backbone of the most powerful HFT diagnostics platform in the market.\r\nJ-18808-Ljbffr","company":"Visualhft","rawCompany":"visualhft","city":"Doral","state":"FL","isRemote":false,"isActive":false,"createdAt":"2026-05-09T10:17:40.892Z","occupations":[{"code":"13-2099.01","title":"Financial Quantitative Analysts","slug":"financial-quantitative-analysts"},{"code":"15-1252.00","title":"Software Developers","slug":"software-developers"},{"code":"13-2051.00","title":"Financial and Investment Analysts","slug":"financial-and-investment-analysts"}],"industries":[{"code":"541511","title":"Custom Computer Programming Services","slug":"custom-computer-programming-services"},{"code":"513210","title":"Software Publishers","slug":"software-publishers"},{"code":"523940","title":"Portfolio Management and Investment Advice","slug":"portfolio-management-and-investment-advice"}],"jobPosting":{"@context":"https://schema.org","@type":"JobPosting","title":"Quant Developer (MUST HAVE EXPERIENCE AS QUANT DEVELOPER/RESEARCHER)","description":"NOTE\r\nthis is a non-salaried position. Equity offering only.\r\nWho We Are\r\nVisualHFT 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.\r\nAs 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.\r\nTasks\r\nWhat We're Looking For\r\nDeep understanding of market microstructure and electronic trading mechanics\r\nStrong experience in real-time or low-latency systems (C#, C++, or Rust preferred)\r\nProven work in HPC optimization: parallelization, memory layout tuning, zero-GC systems\r\nHands-on experience with financial research implementation (execution cost models, order flow analytics)\r\nComfortable with modular, plugin-based system architectures and high-throughput data pipelines\r\nRequirements\r\nDeep understanding of market microstructure and electronic trading mechanics\r\nStrong experience in real-time or low-latency systems (C#, C++, or Rust preferred)\r\nProven work in HPC optimization: parallelization, memory layout tuning, zero-GC systems\r\nHands-on experience with financial research implementation (execution cost models, order flow analytics)\r\nComfortable with modular, plugin-based system architectures and high-throughput data pipelines\r\nBonus Points\r\nExperience in an HFT, market-making, or algo execution environment\r\nFamiliarity with ITCH/FIX/OUCH protocols and exchange-specific microstructure behaviors\r\nUnderstanding of infrastructure monitoring in trading systems (latency breakdowns, tick-to-trade analysis)\r\nExposure to quantitative strategy simulation and live production systems\r\nBenefits\r\nWhat We Offer\r\nEquity : 1.5%–2.0% equity with a 4-year vesting schedule (1-year cliff)\r\nNon salary until we get funded or revenue achieved\r\nTechnical Leadership : Core contributor to the logic powering VisualHFT's analytics engine\r\nImpact : Your work will be the foundation of VisualHFT's edge in execution analytics and trading diagnostics\r\nFlexibility : Fully remote, async-friendly team distributed across time zones\r\nVision : Build a toolset that becomes mission-critical to professional traders and quant funds\r\nApply now and help define the analytics backbone of the most powerful HFT diagnostics platform in the market.\r\nJ-18808-Ljbffr","datePosted":"2026-05-09T10:17:40.892Z","dateModified":"2026-05-09T10:17:40.892Z","hiringOrganization":{"@type":"Organization","name":"Visualhft","sameAs":"https://jobsearcher.com"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Doral","addressRegion":"FL","addressCountry":"US"}},"identifier":{"@type":"PropertyValue","name":"JobSearcher","value":"02057c3e2ca91014f69f5454"},"url":"https://jobsearcher.com/jobs/02057c3e2ca91014f69f5454"}}