7 Algorithmic Trading jobs in India

Execution Services / Algorithmic trading Analyst

We are searching for a qualified entry level candidate to join our Client Services team. The candidate should have a desire to work in a fast-paced dynamic trading environment. We seek a self-starter with 1 to 2 years of work experience that can work independently as well as thrive and contribute to a growing team.

WHAT YOU WILL DO

Provide level 1 trade, system and integration support at the direction of the client services manager. Such responsibilities include, but are not limited to:

• Provide level 1 telephone, chat and email support to clients using either GUI-based or automated remote trading applications
• Proactive monitoring execution algorithms and mitigate trading risk
• Troubleshoot system and client connectivity issues
• Develop understanding of execution algorithms and BestEx Research applications and explain them to clients
• Help clients with customization of BestEx Research products
• Perform Trade Cost Analysis
• Trade support and application-level troubleshooting of orders generated by BestEx Research's execution algorithms
• Perform QA of internal trading tools, algorithms and risk applications and document as needed
• Coordinate application deployment with infrastructure management and software engineering teams
• Work with brokers and vendors to integrate BestEx research's execution algorithms
• Assist in client-onboarding and account creation

Requirements

WHAT WE ARE LOOKING FOR

• Bachelor's degree or equivalent experience
• Concentrations on Finance, Economics, Mathematics or Computer Science are preferred
• Previous financial industry or trading experience a plus
• Good to have knowledge of SQL, Python,
• Professional market understanding of US Equities, Futures and FX
• Knowledge of Networking is a huge plus
• Knowledge of FIX protocol is a huge plus
• Professional, motivated attitude
• Strong interpersonal skills and ability to manage multiple issues in a fast-paced, high-pressured technology environment
• Independent self-starter and a keen attention to detail is a must
• Comfortable with 3am -11am IST (weekly rotational shift)

Benefits

WHAT TO EXPECT

• Competitive pay, world class benefits and bonus structure
• Huge upwards mobility: Talented and high performing individuals will move up very quickly to sales and trading or product management roles
• Work with high-caliber and innovative professionals
• Progressive time off benefits
• State of the art office
• A fun and collaborative environment

If you want to help investors reduce their trading costs in an incredibly complex market structure and help create and shape an industry-defining product, then this is an excellent opportunity to join an incredibly talented team of 50+. BestEx Research has almost zero turnover, top notch clients, zero bureaucracy, and a flat organizational structure. It is a true meritocracy, set in a collaborative environment, where every employee is working on extraordinarily interesting projects. Our pay scale and benefits are comparable to top-tier firms in our industry, either in the form of cash compensation or a hybrid cash and equity compensation plan. Employees at BestEx Research have exposure to much more variety in the projects they complete and opportunities for growth than in similar roles at other firms.

BestEx Research is a financial technology and research firm specializing in building sophisticated execution algorithms and transaction cost modeling tools servicing multiple asset classes. The firm provides high-performance algorithmic execution services to hedge funds, CTAs, asset managers, and banks through a traditional electronic broker and in a broker-neutral Software as a Service (SaaS) model.

Its cloud-based platform, Algo Management System (AMS), is the first end-to-end algorithmic trading solution for equities and futures that delivers an entire ecosystem around execution algorithms, including transaction cost analysis (TCA), an algorithm customization tool called Strategy Studio, a trading dashboard, and pre-trade analytics in a single platform. The platform is currently live for U.S., Europe, and Canadian equities and global futures trading.

BestEx Research is disrupting a $100 billion industry by challenging the status quo of stale, black-box solutions from banks and offering next-generation execution algorithms that combine performance improvement with transparency and customization. BestEx Research uses leading-edge technology to support its low-latency, highly scalable research and trading systems, with its backend in C++, research libraries in C++/Python and R, and web-based technologies for delivering its front-end platforms.

BestEx Research’s mission is to become the leader in automation and measurement of execution across asset classes globally and significantly reduce transaction costs for our clients.

Visit bestexresearch.com for more information about our mission, products, research, and services.

BestEx Research’s Bangalore office is not an “offshore center.” It’s a core engineering and research hub—working on the exact same problems and projects as our U.S. team. You’ll be part of the global brain trust, solving some of the hardest problems in trading, systems, and data science.

What You’ll Love:

·    Zero bureaucracy, zero silos—engineers directly collaborate with traders, researchers, and the management team.

·    Direct ownership of subsystems.

·    Daily opportunity to learn from pioneers in HFT, low-latency systems, and algo trading.

·    A high-trust environment, where performance speaks louder than hierarchy.

·    Competitive compensation in India, including equity and cash bonuses.

·    Ability to transition between various teams and projects, whether related to trading systems, algorithmic trading or system tooling

·    5-week structured training program:

o   Market microstructure and trading mechanics

o   Algorithmic execution and strategy design

o   Exchange simulators and performance testing

o   Market data systems and real-time analytics

o   Hands-on exercises using production research data

·    Continuous professional development, with refresher courses, advanced sessions, and on-demand training tailored to your growth.

·    Global exposure: Opportunities to collaborate with, visit, or relocate to our U.S., Singapore, or London offices, based on performance and business needs.

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.

Designing and developing system architecture :

·    Core trading systems and algorithmic trading frameworks

·    High-performance execution algorithms for global markets

·    Exchange simulators and tick-level backtesting frameworks

·    Market data adaptors and exchange connectivity adaptors

Building from scratch :

·    Trading systems for new asset classes and execution algorithms

·    Performance optimizations for low-latency, high-throughput systems

Enhancing existing systems :

·    Add support for new features and improve scalability and reliability

Collaborating closely with :

·    A global team of quants, traders, and senior engineers to design cutting-edge solutions

Analyzing and optimizing system performance :

·    Across application, OS, and hardware layers to achieve industry-leading performance

·    Work primarily with C++17 in a high-impact, low-bureaucracy environment

Requirements

·    Bachelor’s or Master’s from a top-tier CS or Engineering program (IIT/NIT/BITS preferred but not required)

·    At least 1+ years software development experience with C++

·    Expert-level knowledge of C++ and excellent software design skills

·    Expert-level knowledge of TCP/IP and multithreading

·    Excellent problem solving and analytical skills

·    Excellent communication skills and ability to articulate ideas

·    An attitude of constant curiosity and growth, as well as the ability and desire to mentor others

·    While domain experience is a plus, we welcome strong engineers from other industries

·    Database optimization and experience with research or market data pipelines

·    Prior work on trading platforms, FIX engines, or exchange protocols

·    Contributions to open-source C++/Python performance tools, ability to work with large datasets  

·    Prior experience developing trading systems or execution algorithms

·    Knowledge of relational databases, database optimizations, and SQL.

·    Experience with Python/R

Job Title: Quant Developer / Algorithmic Developer – Crypto Trading

Location: Remote / Hybrid

Type: Full-time

Experience: 3 to 7 Years

Compensation: USDT Only

We are looking for a highly skilled Quantitative Developer / Algorithmic Developer to join our team in building advanced, production-grade crypto trading systems. This role is ideal for someone who excels at the intersection of strategy development, high-performance Python programming, and system design — with a deep interest in cryptocurrency markets.

You will be responsible for developing and optimizing algorithmic trading strategies, designing robust infrastructure, integrating with exchanges, and playing a critical role in converting research ideas into actionable and scalable trading logic.

If you’re passionate about crypto markets and want to shape the next generation of intelligent trading systems, we’d love to connect.

• Design, build, and deploy crypto trading strategies across spot, futures, and derivatives.
• Translate strategy logic into efficient, high-quality Python code, with well-structured modules and reusable components.
• Work on data ingestion, labeling, and pattern recognition logic using real-time and historical market data.
• Integrate and customize machine learning/statistical models for signal generation, filtering, and risk control.
• Interface with exchange APIs (REST/WebSocket) for order placement, live market data, and account management.
• Manage data storage and retrieval using PostgreSQL, Redis, and other relevant tools.
• Optimize for latency, slippage, execution cost, and strategy robustness under varying market conditions.
• Develop and maintain FastAPI-based internal tools for monitoring, research, and strategy deployment.
• Collaborate closely with quant researchers, infra engineers, and traders to iterate on model improvements.
• Conduct post-trade analysis and continuous strategy performance evaluation.

• Strong hands-on programming experience in Python (required); additional experience with C++ is a plus.
• Solid understanding of algorithmic trading systems, including signal development, execution logic, and risk constraints.
• Experience with data engineering, especially data labeling, pattern detection, and feature pipeline construction.
• Proficiency in working with PostgreSQL, Redis, and FastAPI.
• Good knowledge of crypto exchange APIs (WebSockets & REST), order types, and real-time data handling.
• Familiarity with quantitative strategy concepts (PnL attribution, Sharpe ratio, drawdowns, position sizing).
• Ability to build clean, maintainable code with attention to detail and performance.
• Prior experience with strategy development or backtesting frameworks.
• Deep curiosity about crypto markets, with a strong drive to build practical, alpha-generating systems.

• Experience in systematic trading or algorithmic strategy implementation in crypto or traditional markets.
• Knowledge of pattern detection systems (e.g., SMC, market structure, candlestick/chart patterns).
• Exposure to machine learning models (supervised, ensemble, reinforcement learning) applied to financial data.
• Understanding of portfolio optimization, risk modeling, and capital allocation logic.

Job Title: Quant Developer / Algorithmic Developer – Crypto Trading

Location: Remote / Hybrid

Type: Full-time

Experience: 3 to 7 Years

Compensation: USDT Only

We are looking for a highly skilled Quantitative Developer / Algorithmic Developer to join our team in building advanced, production-grade crypto trading systems. This role is ideal for someone who excels at the intersection of strategy development, high-performance Python programming, and system design — with a deep interest in cryptocurrency markets.

You will be responsible for developing and optimizing algorithmic trading strategies, designing robust infrastructure, integrating with exchanges, and playing a critical role in converting research ideas into actionable and scalable trading logic.

If you’re passionate about crypto markets and want to shape the next generation of intelligent trading systems, we’d love to connect.

• Design, build, and deploy crypto trading strategies across spot, futures, and derivatives.
• Translate strategy logic into efficient, high-quality Python code, with well-structured modules and reusable components.
• Work on data ingestion, labeling, and pattern recognition logic using real-time and historical market data.
• Integrate and customize machine learning/statistical models for signal generation, filtering, and risk control.
• Interface with exchange APIs (REST/WebSocket) for order placement, live market data, and account management.
• Manage data storage and retrieval using PostgreSQL, Redis, and other relevant tools.
• Optimize for latency, slippage, execution cost, and strategy robustness under varying market conditions.
• Develop and maintain FastAPI-based internal tools for monitoring, research, and strategy deployment.
• Collaborate closely with quant researchers, infra engineers, and traders to iterate on model improvements.
• Conduct post-trade analysis and continuous strategy performance evaluation.

• Strong hands-on programming experience in Python (required); additional experience with C++ is a plus.
• Solid understanding of algorithmic trading systems, including signal development, execution logic, and risk constraints.
• Experience with data engineering, especially data labeling, pattern detection, and feature pipeline construction.
• Proficiency in working with PostgreSQL, Redis, and FastAPI.
• Good knowledge of crypto exchange APIs (WebSockets & REST), order types, and real-time data handling.
• Familiarity with quantitative strategy concepts (PnL attribution, Sharpe ratio, drawdowns, position sizing).
• Ability to build clean, maintainable code with attention to detail and performance.
• Prior experience with strategy development or backtesting frameworks.
• Deep curiosity about crypto markets, with a strong drive to build practical, alpha-generating systems.

• Experience in systematic trading or algorithmic strategy implementation in crypto or traditional markets.
• Knowledge of pattern detection systems (e.g., SMC, market structure, candlestick/chart patterns).
• Exposure to machine learning models (supervised, ensemble, reinforcement learning) applied to financial data.
• Understanding of portfolio optimization, risk modeling, and capital allocation logic.

Job Title: Quant Developer / Algorithmic Developer – Crypto Trading

Location: Remote / Hybrid

Type: Full-time

Experience: 3 to 7 Years

Compensation: USDT Only

We are looking for a highly skilled Quantitative Developer / Algorithmic Developer to join our team in building advanced, production-grade crypto trading systems. This role is ideal for someone who excels at the intersection of strategy development, high-performance Python programming, and system design — with a deep interest in cryptocurrency markets.

You will be responsible for developing and optimizing algorithmic trading strategies, designing robust infrastructure, integrating with exchanges, and playing a critical role in converting research ideas into actionable and scalable trading logic.

If you’re passionate about crypto markets and want to shape the next generation of intelligent trading systems, we’d love to connect.

• Design, build, and deploy crypto trading strategies across spot, futures, and derivatives.
• Translate strategy logic into efficient, high-quality Python code, with well-structured modules and reusable components.
• Work on data ingestion, labeling, and pattern recognition logic using real-time and historical market data.
• Integrate and customize machine learning/statistical models for signal generation, filtering, and risk control.
• Interface with exchange APIs (REST/WebSocket) for order placement, live market data, and account management.
• Manage data storage and retrieval using PostgreSQL, Redis, and other relevant tools.
• Optimize for latency, slippage, execution cost, and strategy robustness under varying market conditions.
• Develop and maintain FastAPI-based internal tools for monitoring, research, and strategy deployment.
• Collaborate closely with quant researchers, infra engineers, and traders to iterate on model improvements.
• Conduct post-trade analysis and continuous strategy performance evaluation.

• Strong hands-on programming experience in Python (required); additional experience with C++ is a plus.
• Solid understanding of algorithmic trading systems, including signal development, execution logic, and risk constraints.
• Experience with data engineering, especially data labeling, pattern detection, and feature pipeline construction.
• Proficiency in working with PostgreSQL, Redis, and FastAPI.
• Good knowledge of crypto exchange APIs (WebSockets & REST), order types, and real-time data handling.
• Familiarity with quantitative strategy concepts (PnL attribution, Sharpe ratio, drawdowns, position sizing).
• Ability to build clean, maintainable code with attention to detail and performance.
• Prior experience with strategy development or backtesting frameworks.
• Deep curiosity about crypto markets, with a strong drive to build practical, alpha-generating systems.

• Experience in systematic trading or algorithmic strategy implementation in crypto or traditional markets.
• Knowledge of pattern detection systems (e.g., SMC, market structure, candlestick/chart patterns).
• Exposure to machine learning models (supervised, ensemble, reinforcement learning) applied to financial data.
• Understanding of portfolio optimization, risk modeling, and capital allocation logic.