remote
Quant Developer FinTech - Bright Vision Technologies
Software Engineer
Remote Quant Developer role focused on building scalable, secure fintech solutions using Python, C++, statistical modeling, and machine learning, with data handling in SQL and deployment on AWS.
About the role
- 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.
- 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.
- Experience with derivatives pricing libraries (QuantLib).
- Familiarity with kdb+/q or similar columnar tick databases.
- Exposure to GPU-accelerated pricing or risk computation.
- Experience