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 engineer will partner with quants and traders to translate mathematical models into production-quality software that meets strict performance, accuracy, and operational requirements. The role also works with product, design, engineering, operations, and business stakeholders to turn ambiguous requirements into well-engineered solutions. The successful candidate is expected to contribute through code and design reviews and mentorship of junior engineers, while communicating clearly and delivering reliable production software.
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, with significant time in fintech.
- Strong programming skills in C++, Java, or Python; preferably 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 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, targeted improvements, and data-driven validation.
- Build backtesting and simulation infrastructure for evaluating strategies against historical data and synthetic scenarios with reproducible, audit-friendly results.
- Collaborate with quants, traders, and risk officers to refine models and tooling.
- Implement regulatory and compliance reporting workflows where applicable, ensuring jurisdictional compliance, end-to-end auditability, and reproducibility.
- Ensure trading systems have appropriate logging, metrics, and audit trails.
- Lead incident response for trading-critical issues.
- Maintain 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
