Quant Developer (Fintech)

Bright Vision Technologies•Monroe Township, MI

1d•$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 turn mathematical models into production-quality software that meets strict performance, accuracy, and operational requirements. The successful candidate will bring strong software engineering skills, quantitative fundamentals, and familiarity with financial markets, instruments, and risk management practices. The Quant Developer will work with product, design, engineering, operations, and business stakeholders to translate ambiguous requirements into well-engineered solutions. The role also contributes to engineering quality through code and design reviews and mentorship of junior engineers. The position is full-time, direct W2, and 100% remote in the United States. The stated annual salary range is $100,000–$150,000. Bright Vision Technologies is an Equal Opportunity Employer and states that it prohibits workplace harassment and discrimination. The employer is unable to sponsor new H-1B visa petitions for this position; U.S. citizens, Green Card holders, EAD holders, and H-1B transfer candidates are encouraged to apply.

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; 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 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 measurement and data-driven validation.
Build backtesting and simulation infrastructure for strategy evaluation 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 engineering culture of the team.
Contribute to code reviews and design reviews.