Quantitative Developer (Fintech) at Bright Vision Technologies

Silver Springs, New York, United States -

Full Time

Start Date

Immediate

Expiry Date

12 Sep, 26

Salary

150000.0

Posted On

14 Jun, 26

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

C++, Java, Python, Low-latency Systems, Quantitative Modeling, Financial Markets, Risk Management, FIX Protocol, High-performance Computing, Market Data Ingestion, P&L Attribution, Performance Tuning, Backtesting, Derivatives Pricing, Concurrency, Debugging

Industry

Information Technology & Services

Description

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. Quantitative Developer (Fintech) Job Title: Quantitative Developer (Fintech) Salary Range: 100k$/Annum-150k$/Annum Location: 100% Remote (Continental United States) Position Type: In-house Bright Vision Technologies SOW engagement (no third-party client or vendor) Experience: 6+ years Sponsorship: No new H1B sponsorship available. H1B transfers welcomed for qualified candidates. Employment Type: Full-time, direct W2 with Bright Vision Technologies (no C2C, no 1099, no third-party) Engagement: Long-term, multi-year, aligned to the Bright Vision SOW delivery roadmap Compensation: Competitive base salary commensurate with experience, plus benefits. Employment Terms & Visa Policy This is a 100% remote, full-time, direct W2 position with Bright Vision Technologies. This role is part of Bright Vision Technologies’ in-house Statement of Work (SOW) engagement. The client, end customer, and employer for this position is Bright Vision Technologies — there is no third-party client, vendor, or implementation partner involved. We do not engage in C2C, 1099, or third-party arrangements for this role. BUT STRICTLY NO C2C/1099/3RD PARTY COMPANIES. ALL OUR ROLES ARE W2 AND NO 3RD PARTY BROKERING PLEASE. Candidates must be willing to work directly as a full-time W2 employee of Bright Vision Technologies and contribute to our in-house SOW deliverables. No new H1B sponsorship is available for this role. However, candidates who are currently on a valid H1B visa and require a transfer are welcome to apply. We will support H1B transfers for qualified candidates. For every role, a technical coding assessment is mandatory. Please apply only if you are confident in your technical abilities and hands-on experience. Job Summary We are seeking an experienced Quantitative Developer to build low-latency, high-reliability trading, risk, and analytics systems for fintech applications. In this role you will partner closely with quants and traders to translate mathematical models into production-quality software that meets strict performance, accuracy, and operational requirements. The ideal candidate will combine strong software engineering skills with solid quantitative fundamentals and deep familiarity with financial markets, instruments, and risk management practices. In this role you will work closely with cross-functional partners — product, design, engineering, operations, and business stakeholders — to translate ambiguous requirements into well-engineered solutions, and will be expected to raise the bar through code review, design review, and mentorship of more junior engineers. The successful candidate brings strong engineering discipline, a clear communication style, and a track record of shipping meaningful work that holds up well in production. Key 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. Required Qualifications 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. Preferred Qualifications 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. How to Apply Would you like to know more about this opportunity? For immediate consideration, please send your resume to boon@bvteck.com or contact us at (908) 650-6699. Learn more about Bright Vision Technologies at www.bvteck.com. We recognize that our people are our strength, and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Bright Vision Technologies is an Equal Opportunity Employer, including Disability/Veterans. Position offered by “No Fee Agency.” Equal Employment Opportunity (EEO) Statement Bright Vision Technologies (BV Teck) is committed to equal employment opportunity (EEO) for all employees and applicants without regard to race, color, religion, sex, sexual orientation, gender identity or expression, national origin, age, genetic information, disability, veteran status, or any other protected status as defined by applicable federal, state, or local laws. This commitment extends to all aspects of employment, including recruitment, hiring, training, compensation, promotion, transfer, leaves of absence, termination, layoffs, and recall. BV Teck expressly prohibits any form of workplace harassment or discrimination. Any improper interference with employees' ability to perform their job duties may result in disciplinary action up to and including termination of employment.

Responsibilities

Design and implement low-latency trading, pricing, and risk systems while translating quantitative models into production-quality software. Collaborate with quants and traders to build robust market data pipelines and comprehensive backtesting infrastructure.