Quantitative Developer

Bright Vision Technologies•San Diego, CA
•$75,000 - $100,000•Remote

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 developer will work closely with quants and traders to turn mathematical models into production-quality software that meets demanding performance, accuracy, and operational requirements. The role also collaborates with product, design, engineering, operations, and business stakeholders to clarify ambiguous requirements and deliver well-engineered solutions. The successful candidate is expected to contribute to code and design reviews and mentor more junior engineers, while bringing strong engineering discipline, clear communication, and a record of delivering reliable production software. This is a full-time, direct W2 position that is 100% remote within the United States. The annual salary range is $75,000–$100,000. Candidates must have at least six years of experience. U.S. citizens, green card holders, EAD holders, and H-1B transfer candidates are encouraged to apply; the employer cannot sponsor new H-1B visa petitions for this position.

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; 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

  • Build low-latency, high-reliability trading, risk, and analytics systems for fintech applications.
  • Translate mathematical models into production-quality software that meets performance, accuracy, and operational requirements.
  • Collaborate with quants and traders and with product, design, engineering, operations, and business stakeholders.
  • Translate ambiguous requirements into well-engineered solutions.
  • Participate in code reviews and design reviews.
  • Mentor more junior engineers.
  • Debug, profile, and tune software performance.
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