FinTech Software Developer

FinTech Software Developer – 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: FinTech Software DeveloperLocation: 100% Remote (United States)Position Type: Full-time, Direct W2Salary Range: $100,000–$150,000 AnnuallyExperience: 6+ yearsSponsorship: 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 SummaryWe are seeking an experienced Quantitative 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 ResponsibilitiesDesign and implement low-latency trading, pricing, and risk systems in C++, Java, or PythonTranslate quantitative models from prototypes (often in Python or MATLAB) into production-quality implementationsBuild robust market data ingestion and normalization pipelines for high-volume tick dataDevelop pricing libraries for derivatives and structured products, with rigorous testing against analytical benchmarksImplement 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 conditionsProfile 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 efficiencyBuild comprehensive backtesting and simulation infrastructure that lets researchers evaluate strategies against historical data and synthetic scenarios with reproducible, audit-friendly resultsCollaborate closely with quants, traders, and risk officers to refine models and toolingImplement regulatory and compliance reporting workflows where applicable, ensuring outputs meet jurisdictional requirements, are auditable end-to-end, and can be reproduced reliably for retrospective analysisEnsure full observability of trading systems with appropriate logging, metrics, and audit trailsLead incident response for trading-critical issues with calm and rigorMaintain 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 timeMentor junior engineers and contribute to engineering culture in the teamRequired QualificationsBachelor’s or Master’s degree in Computer Science, Mathematics, Physics, or a related quantitative disciplineSix or more years of software engineering experience, with significant time in fintechStrong programming skills in C++, Java, or Python (preferably more than one)Solid grounding in financial markets, instruments, and basic quantitative methodsHands-on experience building low-latency, high-throughput systemsExperience with market data systems and FIX protocol implementationsStrong understanding of risk and P&L attributionExperience with high-performance computing patterns and concurrencyExcellent debugging, profiling, and performance-tuning skillsStrong communication and documentation skillsPreferred QualificationsExperience with derivatives pricing libraries (QuantLib)Familiarity with kdb+/q or similar columnar tick databasesExposure to GPU-accelerated pricing or risk computationExperience with cloud-native fintech architecturesAdvanced degree in a quantitative disciplineHow to ApplyWould you like to know more about this opportunity? For immediate consideration, please send your resume to boon@bvteck.com or contact us at (908) 650-6699. Learn more about Bright Vision Technologies at www.bvteck.com.Bright Vision Technologies is an Equal Opportunity Employer.Equal Employment Opportunity (EEO) StatementBright 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.Powered by JazzHRRebP6A3ls2