Job Summary

You'll be part of a lean, focused team building ultra-low-latency trading systems, real-time exchange simulators, execution algorithms, and alpha forecasting models. Our engineers own the stack from C++ nanosecond-sensitive infrastructure to Python-based research platforms.

This role is ideal for someone who thrives at the intersection of research and engineering comfortable building systems, testing hypotheses, and working directly with data that moves markets.

Responsibilities

- Architect and implement:

1. Execution algorithms across global markets
2. Exchange simulators and tick-level backtesting frameworks
3. Smart Order Routing systems across lit and dark venues
4. Models for market impact, price prediction, and volume forecasting
5. High-performance trading systems optimized for throughput and latency
6. Core infrastructure to support current asset classes and global markets

- Collaborate closely with global quants, traders, and senior engineers
- Analyze system performance across app, OS, and hardware layers

You Should Have
- Bachelor's or Master's from a top-tier CS, Math, or Engineering program (IIT/NIT/BITS preferred but not required)
- 6+ years hands-on C++ experience (C++14/17/20) in performance-sensitive applications




- Strong fundamentals in data structures, OS, networks, and concurrency
- Python fluency for data analysis and prototyping (preferred but not required)
- Experience with large-scale, real-time systems (trading experience is a plus but not mandatory)
- Passion for learning markets, systems, and modeling

Bonus Points For
- Deep experience with TCP/IP, multi-threading, and latency optimization
- Prior work on trading platforms, FIX engines, or exchange protocols
- SQL optimization and experience with research or market data pipelines
- Contributions to open-source C++/Python performance tools

Why This Role Is Rare
- Exposure to real-time trading systems live in global markets
- Direct mentorship from senior algorithmic trading and software engineering veterans
- Blend of research, systems design, and algorithm development
- Equity and cash compensation
- Zero red tape, no outsourcing mentality

Disclaimer: This job posting has been aggregated from external source. Role details, content, and availability are subject to change. Applicants are advised to confirm the latest information directly on the company website before applying.

📌 Senior Quantitative Developer - Algorithmic Trading (Karnataka)
🏢 BestEx Research
📍 Karnataka