Note: The job is a remote job and is open to candidates in USA. Bright Vision Technologies is a technology consulting and software development company delivering cloud, AI, data, and enterprise solutions across the United States. The company is seeking an experienced Financial Software Engineer to build low-latency trading, risk, and analytics systems for fintech applications, translate quantitative models into production software, and collaborate with quants, traders, and other stakeholders. The role also includes performance optimization, incident response, technical documentation, and mentoring junior engineers.
Responsibilities
- 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
Skills
- 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
Benefits
- 100% Remote (U.S.)
- Full-time, Direct W2
- Tremendous career growth potential
Company Overview