Quant Developer (Fintech)

Bright Vision Technologies; North Brunswick Township (NJ); A distancia; USD 100.000 - 150.000; Jornada completa

Descripción de la vacante

Bright Vision Technologies is seeking an experienced Quant Developer to build low-latency trading, risk, and analytics systems for fintech applications. You will translate mathematical models into production-quality software that meets stringent performance and accuracy requirements.

You will collaborate with quants and traders to translate prototypes into robust, scalable implementations, design data pipelines for high-volume tick data, and develop backtesting and risk tools with full

Formación

• Ten+ years of software engineering experience, fintech preferred.
• Strong programming skills in C++, Java or Python.
• Hands-on experience building low-latency, high-throughput systems.
• Experience with market data systems and FIX protocol implementations.

Responsabilidades

• Design and implement low-latency trading, pricing, and risk systems in C++, Java, or Python.
• Translate quantitative 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 and structured products, with rigorous testing.
• Implement risk engines, P&L attribution, and scenario analysis tools for traders and risk managers.
• Profile and optimize critical-path code for latency and throughput.
• Build backtesting and simulation infrastructure with reproducible results.
• Collaborate with quants, traders, and risk officers to refine models and tooling.
• Ensure regulatory and compliance reporting workflows and full observability.

Conocimientos

C++

Java

Python

Low-latency

Quantitative methods

Communication skills

Educación

Bachelors or Masters in CS/Math/Physics

Herramientas

FIX protocol

QuantLib

Descripción del empleo

Quant Developer (Fintech) - 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: Quant Developer (Fintech)

Location: 100% Remote (U.S.)

Position Type: Full-time, Direct W2

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

Experience Required: 10+ years

Sponsorship: U.S. Citizens, Green Card Holders, EAD Holders, 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 Quant 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.
• Ten 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.

Bright Vision Technologies is an Equal Opportunity Employer.

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.