{"schemaVersion":"jobsearcher.job.v1","id":"4166759c708680ffe8233f95","url":"https://jobsearcher.com/jobs/4166759c708680ffe8233f95","canonicalUrl":"https://jobsearcher.com/jobs/4166759c708680ffe8233f95","title":"Quant Developer (Fintech)","description":"Quant Developer (Fintech) - Remote\n\nBright Vision Technologies is a technology consulting and software development company delivering cloud, AI, data, and enterprise solutions across the United States.\nThis is a fantastic opportunity to join an established and well-respected organization offering tremendous career growth potential.\n\nJob Title: Quant Developer (Fintech)\nLocation: 100% Remote (U.S.)\nPosition Type: Full-time, Direct W2\nSalary Range: $100,000–$150,000 Annually\nExperience Required: 6+ years\n\nSponsorship: 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.\n\nJob Summary:\nWe 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.\n\nKey Responsibilities\nDesign and implement low-latency trading, pricing, and risk systems in C++, Java, or Python.\nTranslate quantitative models from prototypes (often in Python or MATLAB) into production-quality implementations.\nBuild robust market data ingestion and normalization pipelines for high-volume tick data.\nDevelop pricing libraries for derivatives and structured products, with rigorous testing against analytical benchmarks.\nImplement 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.\nProfile 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.\nBuild comprehensive backtesting and simulation infrastructure that lets researchers evaluate strategies against historical data and synthetic scenarios with reproducible, audit-friendly results.\nCollaborate closely with quants, traders, and risk officers to refine models and tooling.\nImplement 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.\nEnsure full observability of trading systems with appropriate logging, metrics, and audit trails.\nLead incident response for trading-critical issues with calm and rigor.\nMaintain 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.\nMentor junior engineers and contribute to engineering culture in the team.\nRequired Qualifications\nBachelor’s or Master’s degree in Computer Science, Mathematics, Physics, or a related quantitative discipline.\nSix or more years of software engineering experience, with significant time in fintech.\nStrong programming skills in C++, Java, or Python (preferably more than one).\nSolid grounding in financial markets, instruments, and basic quantitative methods.\nHands-on experience building low-latency, high-throughput systems.\nExperience with market data systems and FIX protocol implementations.\nStrong understanding of risk and P&L attribution.\nExperience with high-performance computing patterns and concurrency.\nExcellent debugging, profiling, and performance-tuning skills.\nStrong communication and documentation skills.\nPreferred Qualifications\nExperience with derivatives pricing libraries (QuantLib).\nFamiliarity with kdb+/q or similar columnar tick databases.\nExposure to GPU-accelerated pricing or risk computation.\nExperience with cloud-native fintech architectures.\nAdvanced degree in a quantitative discipline.\n\nHow to Apply\nWould you like to know more about this opportunity? For immediate consideration, please send your resume to venkat.r@bvteck.com or contact us at (908) 505-3899. Learn more about Bright Vision Technologies at www.bvteck.com.\nBright Vision Technologies is an Equal Opportunity Employer.\n\nEqual Employment Opportunity (EEO) Statement\nBright 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.\nBV 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.\n4hv08NG9qZ","company":"Brightvisiontechnologies","rawCompany":"brightvisiontechnologies","city":"Remote","state":"OR","isRemote":false,"isActive":false,"createdAt":"2026-08-04T22:49:23.117Z","occupations":[{"code":"13-2099.01","title":"Financial Quantitative Analysts","slug":"financial-quantitative-analysts"},{"code":"15-1252.00","title":"Software Developers","slug":"software-developers"},{"code":"15-1251.00","title":"Computer Programmers","slug":"computer-programmers"}],"industries":[{"code":"541511","title":"Custom Computer Programming Services","slug":"custom-computer-programming-services"},{"code":"513210","title":"Software Publishers","slug":"software-publishers"},{"code":"523940","title":"Portfolio Management and Investment Advice","slug":"portfolio-management-and-investment-advice"}],"jobPosting":{"@context":"https://schema.org","@type":"JobPosting","title":"Quant Developer (Fintech)","description":"Quant Developer (Fintech) - Remote\n\nBright Vision Technologies is a technology consulting and software development company delivering cloud, AI, data, and enterprise solutions across the United States.\nThis is a fantastic opportunity to join an established and well-respected organization offering tremendous career growth potential.\n\nJob Title: Quant Developer (Fintech)\nLocation: 100% Remote (U.S.)\nPosition Type: Full-time, Direct W2\nSalary Range: $100,000–$150,000 Annually\nExperience Required: 6+ years\n\nSponsorship: 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.\n\nJob Summary:\nWe 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.\n\nKey Responsibilities\nDesign and implement low-latency trading, pricing, and risk systems in C++, Java, or Python.\nTranslate quantitative models from prototypes (often in Python or MATLAB) into production-quality implementations.\nBuild robust market data ingestion and normalization pipelines for high-volume tick data.\nDevelop pricing libraries for derivatives and structured products, with rigorous testing against analytical benchmarks.\nImplement 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.\nProfile 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.\nBuild comprehensive backtesting and simulation infrastructure that lets researchers evaluate strategies against historical data and synthetic scenarios with reproducible, audit-friendly results.\nCollaborate closely with quants, traders, and risk officers to refine models and tooling.\nImplement 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.\nEnsure full observability of trading systems with appropriate logging, metrics, and audit trails.\nLead incident response for trading-critical issues with calm and rigor.\nMaintain 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.\nMentor junior engineers and contribute to engineering culture in the team.\nRequired Qualifications\nBachelor’s or Master’s degree in Computer Science, Mathematics, Physics, or a related quantitative discipline.\nSix or more years of software engineering experience, with significant time in fintech.\nStrong programming skills in C++, Java, or Python (preferably more than one).\nSolid grounding in financial markets, instruments, and basic quantitative methods.\nHands-on experience building low-latency, high-throughput systems.\nExperience with market data systems and FIX protocol implementations.\nStrong understanding of risk and P&L attribution.\nExperience with high-performance computing patterns and concurrency.\nExcellent debugging, profiling, and performance-tuning skills.\nStrong communication and documentation skills.\nPreferred Qualifications\nExperience with derivatives pricing libraries (QuantLib).\nFamiliarity with kdb+/q or similar columnar tick databases.\nExposure to GPU-accelerated pricing or risk computation.\nExperience with cloud-native fintech architectures.\nAdvanced degree in a quantitative discipline.\n\nHow to Apply\nWould you like to know more about this opportunity? For immediate consideration, please send your resume to venkat.r@bvteck.com or contact us at (908) 505-3899. Learn more about Bright Vision Technologies at www.bvteck.com.\nBright Vision Technologies is an Equal Opportunity Employer.\n\nEqual Employment Opportunity (EEO) Statement\nBright 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.\nBV 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.\n4hv08NG9qZ","datePosted":"2026-08-04T22:49:23.117Z","dateModified":"2026-08-04T22:49:23.117Z","hiringOrganization":{"@type":"Organization","name":"Brightvisiontechnologies","sameAs":"https://jobsearcher.com"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Remote","addressRegion":"OR","addressCountry":"US"}},"identifier":{"@type":"PropertyValue","name":"JobSearcher","value":"4166759c708680ffe8233f95"},"url":"https://jobsearcher.com/jobs/4166759c708680ffe8233f95"}}