Quantitative Engineer

Bright Vision Technologies•Overland Park, KS
•$150,000 - $185,000•Remote

About The Position

Bright Vision Technologies is seeking an experienced Quantitative Engineer to build low-latency, high-reliability trading, risk, and analytics systems for fintech applications. The role partners closely with quantitative analysts and traders to translate mathematical models into production-quality software that satisfies 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 practices. The engineer works 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. Strong engineering discipline, clear communication, and a track record of delivering production-ready work are expected. This is a full-time, direct W2 position that is 100% remote within the U.S.

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 experience in fintech.
  • Strong programming skills in C++, Java, or Python; preferably in 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.
  • Translate mathematical models into production-quality software in partnership with quants and traders.
  • Work 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.
  • Deliver software that meets performance, accuracy, and operational requirements.
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