Quantitative Engineer

Remote Jobs; United States; Remote; USD 150,000 - 185,000; Full time

Job summary

Bright Vision Technologies is seeking a Quantitative Engineer to build low-latency trading, risk, and analytics systems for fintech applications. You will partner with quants and traders to translate models into production-quality software with strict performance and accuracy standards.

The ideal candidate has 6+ years in software engineering within fintech, strong skills in C++, Java, or Python, and deep knowledge of financial markets, instruments, and risk management.

Qualifications

• Bachelor’s or Master’s degree in a quantitative field.
• 6+ years of software engineering experience in fintech.
• Strong programming skills in C++, Java, or Python.
• Solid grounding in financial markets, instruments, and 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 apps.
• Translate mathematical models into production-quality software meeting performance and accuracy requirements.
• Collaborate with quants, traders, and cross-functional partners to clarify requirements and deliver robust solutions.
• Lead code/design reviews and mentor junior engineers to raise engineering quality.

Skills

C++/Java/Python

Low-latency systems

Market data systems

FIX protocol

Risk attribution

P&L attribution

Concurrency

Debugging

Documentation

Communication

Education

Bachelor’s or Master’s degree in Computer Science/Mathematics/Physics or related quantitative discipline

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 is an Equal Opportunity EmployerEqual 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.