Quantitative Developer; Fintech

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.

Job Title: Quantitative Developer (Fintech)

Location: 100% Remote (Continental United States)

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

Salary: $100K - $150K

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.

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. 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.

For every role, a technical coding assessment is mandatory. Please apply only if you are confident in your technical abilities and hands‑on experience. 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. 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.

• 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…