Quantitative Developer (Fintech)
Bright Vision Technologies•Naperville, IL
•Remote
About The Position
Bright Vision Technologies is a forward-thinking software development company dedicated to building innovative solutions that help businesses automate and optimize their operations. We leverage cutting-edge technologies to create scalable, secure, and user-friendly applications. As we continue to grow, we’re looking for a skilled Quantitative Developer (Fintech) to join our dynamic team and contribute to our mission of transforming business processes through technology. This is a fantastic opportunity to join an established and well-respected organization offering tremendous career growth potential.
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 (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 used by traders, risk managers, and quants to make informed decisions under uncertain market conditions.
- Profile and optimize critical-path code for latency and throughput, applying systematic measurement, targeted improvements, and data-driven validation to deliver quantifiable gains in throughput, latency, or resource efficiency.
- Build comprehensive backtesting and simulation infrastructure that lets researchers evaluate strategies against historical data and synthetic scenarios with reproducible, audit-friendly results.
- Collaborate closely with quants, traders, and risk officers to refine models and tooling.
- Implement regulatory and compliance reporting workflows where applicable, ensuring outputs meet jurisdictional requirements, are auditable end-to-end, and can be reproduced reliably for retrospective analysis.
- Ensure full observability of trading systems with appropriate logging, metrics, and audit trails.
- Lead incident response for trading-critical issues with calm and rigor.
- Maintain comprehensive, current technical documentation — including architecture diagrams, design decisions, configuration references, runbooks, and operational procedures — so that the system remains supportable, auditable, and easy to onboard new engineers onto over time.
- Mentor junior engineers and contribute to engineering culture in the team.
Benefits
- Competitive base salary commensurate with experience, plus benefits.
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What This Job Offers
Job Type
Full-time
Career Level
Senior
