Financial Software Engineer

Bright Vision Technologies; Plymouth (MN); Remote; USD 100,000 - 150,000; Full time

Job summary

Bright Vision Technologies is seeking a Financial Software Engineer for a remote U.S. role. You will design and implement low-latency trading and risk systems, translating quantitative models into production-quality software used by quants and traders.

The position requires strong programming skills (C++, Java, Python) and a solid understanding of financial markets, with opportunities to mentor teammates and contribute to system architecture.

Qualifications

• 6+ years of software engineering experience, fintech focus.
• Strong skills in C++, Java or Python.
• Solid grounding in financial markets and risk basics.
• Experience building low-latency, high-throughput systems.

Responsibilities

• Design and implement low-latency trading, pricing, and risk systems in C++, Java, or Python.
• Translate models from prototypes into production-quality implementations.
• Build robust market data ingestion and normalization pipelines for high-volume tick data.
• Develop pricing libraries for derivatives with rigorous testing against analytical benchmarks.
• Implement risk engines and P&L attribution systems to enable informed decisions.
• Ensure observability with logging, metrics, and audit trails.
• Mentor junior engineers and contribute to engineering culture.

Skills

C++

Java

Python

Low-latency

High-throughput

Market data systems

FIX protocol

P&L attribution

Concurrency

Debugging

Education

Bachelor’s or Master’s in CS/Math/Physics

Tools

QuantLib

kdb+/q

GPU pricing

Cloud-native architectures

Job description

Financial Software Engineer -Remote

Bright Vision Technologies is a technology consulting and software development company delivering cloud, AI, data, and enterprise solutions across the United States.

This is a fantastic opportunity to join an established and well-respected organization offering tremendous career growth potential.

Job Title: Financial Software Engineer

Location: 100% Remote (U.S.)

Position Type: Full-time, Direct W2

Salary Range: $100,000–$150,000 Annually

Experience Required: 6+ years

Sponsorship: U.S. Citizens, Green CardHolders, EADHolders, and H-1B transfer candidates are encouraged to apply. We are unable to sponsor new H-1B visa petitions for this position.

Job Summary

We are seeking an experienced Quantitative Developer to build low-latency, high-reliability trading, risk, and analytics systems for fintech applications. In thisroleyou 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-engineeredsolutions, andwill 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, anda track recordof 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 comprehensivebacktestingand 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.
• Implementregulatory 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 withappropriate logging, metrics, and audit trails.
• Lead incident response fortrading-criticalissues with calm and rigor.
• Maintain comprehensive, current technical documentation — including architecture diagrams, design decisions, configuration references, runbooks, and operational procedures — so that the systemremainssupportable, auditable, and easy to onboard new engineers onto over time.
• Mentor junior engineers and contribute to engineering culture in the team.

Required Qualification s

• Bachelor’s orMaster’s degree in Computer Science, Mathematics, Physics, ora relatedquantitative discipline.
• Six or more years of software engineering experience, withsignificant timein 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 communicationand documentation skills.

Preferred Qualifications

• Experience withderivativespricing libraries (QuantLib).
• Familiarity withkdb+/q or similar columnar tick databases.
• Exposure to GPU-accelerated pricing or risk computation.
• Experience with cloud-native fintecharchitectures.
• Advanced degree ina quantitativediscipline.

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.