Quant Developer (Fintech)
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 demanding 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 Quant Developer collaborates 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 within the United States. Bright Vision Technologies cannot sponsor new H-1B visa petitions, but 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 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, testing them 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 to improve performance or resource efficiency.
- 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
