Quant Developer, Experience Required

Job Description: 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.Requirements: Deep understanding of market microstructure and electronic trading mechanicsStrong experience in real-time or low-latency systems (C#, C++, or Rust preferred)Proven work in HPC optimization: parallelization, memory layout tuning, zero-GC systemsHands-on experience with financial research implementation (execution cost models, order flow analytics)Comfortable with modular, plugin-based system architectures and high-throughput data pipelinesBonus Points Experience in an HFT, market-making, or algo execution environmentFamiliarity with ITCH/FIX/OUCH protocols and exchange-specific microstructure behaviorsUnderstanding of infrastructure monitoring in trading systems (latency breakdowns, tick-to-trade analysis)Exposure to quantitative strategy simulation and live production systemsBenefits: Equity : 1.5%–2.0% equity with a 4-year vesting schedule (1-year cliff)Non salary until we get funded or revenue achievedTechnical Leadership : Core contributor to the logic powering VisualHFT's analytics engineImpact : Your work will be the foundation of VisualHFT's edge in execution analytics and trading diagnosticsFlexibility : Fully remote, async-friendly team distributed across time zones