[Remote] Quantitative Developer (Fintech)
Note: The job is a remote job and is open to candidates in USA. Bright Vision Technologies is a forward-thinking software development company dedicated to building innovative solutions for businesses. They are seeking an experienced Quantitative Developer to build low-latency, high-reliability trading, risk, and analytics systems for fintech applications, collaborating closely with quants and traders to translate mathematical models into production-quality software.
Responsibilities
ā¢ Design and implement low-latency trading, pricing, and risk systems in C++, Java, or Python
ā¢ Translate quantitative models from prototypes (often in Python or MATLAB) into production-quality implementations
ā¢ Build robust market data ingestion and normalization pipelines for high-volume tick data
ā¢ Develop pricing libraries for derivatives and structured products, with rigorous testing against analytical benchmarks
ā¢ Implement risk engines, P&L attribution systems, scenario analysis tools, and stress-testing capabilities used by traders, risk managers, and quants to make informed decisions under uncertain market conditions
ā¢ Profile and optimize critical-path code for latency and throughput, applying systematic measurement, targeted improvements, and data-driven validation to deliver quantifiable gains in throughput, latency, or resource efficiency
ā¢ Build comprehensive backtesting and simulation infrastructure that lets researchers evaluate strategies against historical data and synthetic scenarios with reproducible, audit-friendly results
ā¢ Collaborate closely with quants, traders, and risk officers to refine models and tooling
ā¢ Implement regulatory and compliance reporting workflows where applicable, ensuring outputs meet jurisdictional requirements, are auditable end-to-end, and can be reproduced reliably for retrospective analysis
ā¢ Ensure full observability of trading systems with appropriate logging, metrics, and audit trails
ā¢ Lead incident response for trading-critical issues with calm and rigor
ā¢ Maintain comprehensive, current technical documentation ā including architecture diagrams, design decisions, configuration references, runbooks, and operational procedures ā so that the system remains supportable, auditable, and easy to onboard new engineers onto over time
ā¢ Mentor junior engineers and contribute to engineering culture in the team
Skills
ā¢ Bachelor's or Master's degree in Computer Science, Mathematics, Physics, or a related quantitative discipline
ā¢ Six or more years of software engineering experience, with significant time in fintech
ā¢ Strong programming skills in C++, Java, or Python (preferably more than one)
ā¢ Solid grounding in financial markets, instruments, and basic quantitative methods
ā¢ Hands-on experience building low-latency, high-throughput systems
ā¢ Experience with market data systems and FIX protocol implementations
ā¢ Strong understanding of risk and P&L attribution
ā¢ Experience with high-performance computing patterns and concurrency
ā¢ Excellent debugging, profiling, and performance-tuning skills
ā¢ Strong communication and documentation skills
ā¢ Experience with derivatives pricing libraries (QuantLib)
ā¢ Familiarity with kdb+/q or similar columnar tick databases
ā¢ Exposure to GPU-accelerated pricing or risk computation
ā¢ Experience with cloud-native fintech architectures
ā¢ Advanced degree in a quantitative discipline
Benefits
ā¢ Full-time, direct W2 with Bright Vision Technologies (no C2C, no 1099, no third-party)
ā¢ Competitive base salary commensurate with experience, plus benefits.
ā¢ We will support H1B transfers for qualified candidates.
Company Overview
ā¢ Bright Vision Technologies is an information technology company that offers software development, AI, and cybersecurity services. It was founded in 2020, and is headquartered in Bridgewater, New Jersey, USA, with a workforce of 51-200 employees. Its website is https://bvteck.com.
Responsibilities
ā¢ Design and implement low-latency trading, pricing, and risk systems in C++, Java, or Python
ā¢ Translate quantitative models from prototypes (often in Python or MATLAB) into production-quality implementations
ā¢ Build robust market data ingestion and normalization pipelines for high-volume tick data
ā¢ Develop pricing libraries for derivatives and structured products, with rigorous testing against analytical benchmarks
ā¢ Implement risk engines, P&L attribution systems, scenario analysis tools, and stress-testing capabilities used by traders, risk managers, and quants to make informed decisions under uncertain market conditions
ā¢ Profile and optimize critical-path code for latency and throughput, applying systematic measurement, targeted improvements, and data-driven validation to deliver quantifiable gains in throughput, latency, or resource efficiency
ā¢ Build comprehensive backtesting and simulation infrastructure that lets researchers evaluate strategies against historical data and synthetic scenarios with reproducible, audit-friendly results
ā¢ Collaborate closely with quants, traders, and risk officers to refine models and tooling
ā¢ Implement regulatory and compliance reporting workflows where applicable, ensuring outputs meet jurisdictional requirements, are auditable end-to-end, and can be reproduced reliably for retrospective analysis
ā¢ Ensure full observability of trading systems with appropriate logging, metrics, and audit trails
ā¢ Lead incident response for trading-critical issues with calm and rigor
ā¢ Maintain comprehensive, current technical documentation ā including architecture diagrams, design decisions, configuration references, runbooks, and operational procedures ā so that the system remains supportable, auditable, and easy to onboard new engineers onto over time
ā¢ Mentor junior engineers and contribute to engineering culture in the team
Skills
ā¢ Bachelor's or Master's degree in Computer Science, Mathematics, Physics, or a related quantitative discipline
ā¢ Six or more years of software engineering experience, with significant time in fintech
ā¢ Strong programming skills in C++, Java, or Python (preferably more than one)
ā¢ Solid grounding in financial markets, instruments, and basic quantitative methods
ā¢ Hands-on experience building low-latency, high-throughput systems
ā¢ Experience with market data systems and FIX protocol implementations
ā¢ Strong understanding of risk and P&L attribution
ā¢ Experience with high-performance computing patterns and concurrency
ā¢ Excellent debugging, profiling, and performance-tuning skills
ā¢ Strong communication and documentation skills
ā¢ Experience with derivatives pricing libraries (QuantLib)
ā¢ Familiarity with kdb+/q or similar columnar tick databases
ā¢ Exposure to GPU-accelerated pricing or risk computation
ā¢ Experience with cloud-native fintech architectures
ā¢ Advanced degree in a quantitative discipline
Benefits
ā¢ Full-time, direct W2 with Bright Vision Technologies (no C2C, no 1099, no third-party)
ā¢ Competitive base salary commensurate with experience, plus benefits.
ā¢ We will support H1B transfers for qualified candidates.
Company Overview
ā¢ Bright Vision Technologies is an information technology company that offers software development, AI, and cybersecurity services. It was founded in 2020, and is headquartered in Bridgewater, New Jersey, USA, with a workforce of 51-200 employees. Its website is https://bvteck.com.