Note: The job is a remote job and is open to candidates in USA. Bright Vision Technologies is hiring a Financial Software Engineer to build low-latency, reliable trading, risk, and analytics systems for fintech applications. The role translates quantitative models into production software and collaborates with quants, traders, and cross-functional partners on system design, performance, and production support.
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
- U.S. Citizens, Green Card Holders, EAD Holders, and H-1B transfer candidates
- 6+ years
- 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
- 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
- Strong programming skills in C++, Java, or Python (preferably more than one)
- 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.)
- Tremendous career growth potential
Company Overview