Financial Software Engineer
About The Position
Bright Vision Technologies is seeking an experienced Quantitative Developer to build low-latency, high-reliability trading, risk, and analytics systems for fintech applications. The role partners closely with quants and traders to turn mathematical models into production-quality software that meets strict performance, accuracy, and operational requirements. The successful candidate combines strong software engineering skills with quantitative fundamentals and familiarity with financial markets, instruments, and risk management. The engineer will collaborate with product, design, engineering, operations, and business stakeholders to translate ambiguous requirements into well-engineered solutions. The role also involves contributing to code and design reviews, mentoring junior engineers, and delivering software that is reliable in production. This is a full-time, direct W-2 position that is 100% remote in the United States, with an annual salary range of $100,000–$150,000.
Requirements
- Bachelor’s or Master’s degree in Computer Science, Mathematics, Physics, or a related quantitative discipline.
- Six or more years of software engineering experience, including significant experience in fintech.
- Strong programming skills in C++, Java, or Python; preferably in more than one.
- Solid grounding in financial markets, instruments, and basic quantitative methods.
- Hands-on experience building low-latency, high-throughput systems.
- Experience with market data systems and FIX protocol implementations.
- Strong understanding of risk and P&L attribution.
- Experience with high-performance computing patterns and concurrency.
- Excellent debugging, profiling, and performance-tuning skills.
- Strong communication and documentation skills.
Nice To Haves
- Experience with derivatives pricing libraries such as QuantLib.
- Familiarity with kdb+/q or similar columnar tick databases.
- Exposure to GPU-accelerated pricing or risk computation.
- Experience with cloud-native fintech architectures.
- Advanced degree in a quantitative discipline.
Responsibilities
- Design and implement low-latency trading, pricing, and risk systems in C++, Java, or Python.
- Translate quantitative models from prototypes, often written in Python or MATLAB, into production-quality implementations.
- Build robust market data ingestion and normalization pipelines for high-volume tick data.
- Develop pricing libraries for derivatives and structured products, with rigorous testing against analytical benchmarks.
- Implement risk engines, P&L attribution systems, scenario analysis tools, and stress-testing capabilities.
- Profile and optimize critical-path code for latency and throughput using systematic measurement and data-driven validation.
- Build backtesting and simulation infrastructure for reproducible, audit-friendly evaluation of strategies against historical data and synthetic scenarios.
- Collaborate with quants, traders, and risk officers to refine models and tooling.
- Implement regulatory and compliance reporting workflows where applicable, ensuring outputs meet jurisdictional requirements and are auditable and reproducible.
- Ensure trading systems have appropriate logging, metrics, and audit trails.
- Lead incident response for trading-critical issues.
- Maintain current technical documentation, including architecture diagrams, design decisions, configuration references, runbooks, and operational procedures.
- Mentor junior engineers and contribute to the team's engineering culture.
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What This Job Offers
Job Type
Full-time
Career Level
Senior
