Quantitative Engineer

Bright Vision Technologies; Overland Park (KS); Remote; USD 150,000 - 185,000; Full time

Job summary

Bright Vision Technologies is seeking an experienced Quantitative Engineer to build low-latency trading, risk, and analytics systems for fintech applications.

You will partner closely with quants and traders to translate mathematical models into production-grade software, meeting strict performance, accuracy, and operational requirements. The role emphasizes code/design reviews and mentorship of junior engineers in a fast-paced environment.

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 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.

Responsibilities

• Build low-latency, high-reliability trading, risk, and analytics systems for fintech applications.
• Partner closely with quants and traders to translate mathematical models into production-quality software.
• Collaborate with cross-functional teams to translate ambiguous requirements into well-engineered solutions; mentor junior engineers.

Skills

C++

Java

Python

Low-latency

Fintech domain

Market data (FIX)

Debugging/Performance

Education

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

Tools

FIX protocol

Job description

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: Quantitative Engineer

Location: 100% Remote (U.S.)

Position Type: Full-time, Direct W2

Salary Range: $150,000-$185,000 Annually

Experience Required: 6+ 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 Quantitative Engineer 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.

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.

Bright Vision Technologies (BV Teck) 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.