Quant Developer (Fintech)

Bright Vision Technologies•North Brunswick, NJ

2d•$100,000 - $150,000•Remote

About The Position

Bright Vision Technologies is seeking an experienced Quant Developer to build low-latency, high-reliability trading, risk, and analytics systems for fintech applications. The role partners closely with quants and traders to translate 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 practices. The Quant Developer works with product, design, engineering, operations, and business stakeholders to turn ambiguous requirements into well-engineered solutions. The role also contributes to code and design reviews, mentors junior engineers, and helps maintain engineering discipline and clear communication. This is a full-time, direct W2 position that is 100% remote within the United States. The listed salary range is $100,000–$150,000 annually. The employer is unable to sponsor new H-1B visa petitions, but encourages applications from U.S. citizens, Green Card holders, EAD holders, and H-1B transfer candidates.

Requirements

Bachelor’s or Master’s degree in Computer Science, Mathematics, Physics, or a related quantitative discipline.
Ten or more years of software engineering experience, with significant time in fintech.
Strong programming skills in C++, Java, or Python; proficiency in more than one is preferred.
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 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 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.
Translate ambiguous requirements into well-engineered solutions in collaboration with cross-functional stakeholders.
Contribute to code reviews and design reviews.