Quantitative Developer

Bright Vision Technologies • Artesia, CA

2d • $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 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. They collaborate with product, design, engineering, operations, and business stakeholders to translate ambiguous requirements into well-engineered solutions. The role also contributes through code and design reviews and mentorship of more junior engineers, with an emphasis on engineering discipline, clear communication, and production-ready work.

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. The employer cannot sponsor new H-1B visa petitions; 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.
• 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 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.
• Partner with quants and traders to turn mathematical models into production-quality software.
• Collaborate with product, design, engineering, operations, and business stakeholders to turn ambiguous requirements into well-engineered solutions.
• Participate in code reviews and design reviews.
• Mentor more junior engineers.

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level