Quant Developer (FinTech)
This is a fantastic opportunity to join an established and well-respected organization offering tremendous career growth potential. Job Title: Quant Developer (FinTech)
Location: 100% Remote (U.S.)
Position Type: Full-time, Direct W2
Salary Range: $89,000–$112,000 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 Quant Developer (FinTech) 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.
- 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.
Would you like to know more about this opportunity? For immediate consideration, please send your resume to [email protected]. earn more about Bright Vision Technologies at
Bright Vision Technologies 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.
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