Quantitative Developer; Fintech

Overview

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. We are looking for a skilled Quantitative Developer (Fintech) to join our team and contribute to transforming business processes through technology. This is an opportunity to join an established organization offering career growth potential.

Quantitative Developer (Fintech)

100% Remote (Continental United States)

In-house Bright Vision Technologies SOW engagement (no third-party client or vendor)

6+ years

No new H1B sponsorship available. H1B transfers welcomed for qualified candidates.

Full-time, direct W2 with Bright Vision Technologies (no C2C, no 1099, no third-party)

Long-term, multi-year, aligned to the Bright Vision SOW delivery roadmap

Competitive base salary commensurate with experience, plus benefits.

This is a 100% remote, full-time, direct W2 position with Bright Vision Technologies. This role is part of Bright Vision Technologies’ in-house 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.

No C2C/1099/third-party companies; all roles are W2.

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.

We are seeking an experienced Quantitative Developer to build low-latency, high-reliability trading, risk, and analytics systems for fintech applications. 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 combines strong software engineering skills with solid quantitative fundamentals and deep familiarity with financial markets, instruments, and risk management practices.

You will work with cross-functional partners to translate ambiguous requirements into well-engineered solutions and contribute to code and design reviews, mentorship, and engineering culture.

• 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.
• Profile and optimize critical-path code for latency and throughput, with data-driven validation to deliver measurable gains.
• Build comprehensive backtesting and simulation infrastructure with reproducible results.
• Collaborate closely with quants, traders, and risk officers to refine models and tooling.
• Implement regulatory and compliance reporting workflows where applicable, ensuring outputs are auditable and reproducible for retrospective analysis.
• Ensure full observability of trading systems with logging, metrics, and audit trails.
• Lead incident response for trading-critical issues with calm and rigor.
• Maintain comprehensive, current technical documentation and runbooks for onboarding and operations.
• Mentor junior engineers and contribute to engineering culture.

• Bachelor’s or Master’s degree in Computer Science, Mathematics, Physics, or a related quantitative discipline.
• Six or more years…