About the role

Algorithmic Trading Team at BestEx Research builds ultra‑low‑latency execution systems and real‑time market simulators for global equities and futures. The Senior Quantitative Developer designs and implements execution algorithms, smart order routing, and market impact models while collaborating with quants, traders, and senior engineers. Bengaluru office, on-site, with opportunities for global exposure and relocation support.

What you’ll do

Architect and implement execution algorithms across global markets
Develop exchange simulators and tick‑level backtesting frameworks
Build smart order routing systems for lit and dark venues
Create models for market impact, price prediction, and volume forecasting
Optimize high‑performance trading systems for throughput and latency
Collaborate with global quants, traders, and senior engineers

What you’ll bring

6+ years C++ development in performance‑sensitive applications
Strong fundamentals in data structures, operating systems, networks, and concurrency
Bachelor's or Master's in Computer Science, Math, or Engineering

Nice to have

Python fluency for data analysis and prototyping
Experience with large‑scale real‑time systems
Knowledge of TCP/IP, multi‑threading, and latency optimization

Skills

C++PythonLow‑latency systemsAlgorithmic tradingSmart order routingMarket impact modelingConcurrencyData structures

Benefits

Equity and cash compensation
5‑week structured training program
Global exposure and relocation opportunities
Zero bureaucracy, direct collaboration with traders and CEO

Education

Bachelor's