29 Trading Strategies jobs in India

Senior Associate, Data Management & Quantitative Analysis 

At BNY, our culture allows us to run our company better and enables employees’ growth and success. As a leading global financial services company at the heart of the global financial system, we influence nearly 20% of the world’s investible assets. Every day, our teams harness cutting-edge AI and breakthrough technologies to collaborate with clients, driving transformative solutions that redefine industries and uplift communities worldwide.

Recognized as a top destination for innovators and champions of inclusion, BNY is where bold ideas meet advanced technology and exceptional talent. Together, we power the future of finance – and this is what #LifeAtBNY is all about. Join us and be part of something extraordinary.

We’re seeking a future team member for the role of Senior Associate, Data Management & Quantitative Analysis to join our Operations Metrics & Benchmarking team. This role is located in Pune

In this role, you’ll make an impact in the following ways: 

• Develop, maintain, and enhance client and operations metrics reporting frameworks.
• Perform benchmarking analysis against peer organizations to identify performance gaps and opportunities.
• Utilize digital tools such as Alteryx to develop efficient workflows that eliminate manual touchpoints. Additionally, leverage Power BI, Tableau, or ThoughtSpot to create interactive dashboards and visualizations that effectively communicate data insights.
• Leverage Eliza GPT AI capabilities to analyze complex data sets and generate narrative-driven insights for business reviews.
• Collaborate with cross-functional teams to ensure data accuracy, consistency, and relevance.
• Support MBRs and IBRs by providing actionable insights and trend analysis across various platform metrics.
• Stay current with industry best practices in data analytics, visualization, and AI-driven storytelling

To be successful in this role, we’re seeking the following: 

• Proven experience in data management, quantitative analysis, and metrics reporting.
• Minimum 7 years of total work experience required 
• Proficiency in Alteryx, Power BI, Tableau, or ThoughtSpot for data visualization.
• Familiarity with AI tools, specifically Eliza GPT, for data storytelling and insight generation.
• Strong analytical skills with the ability to interpret complex data and translate it into clear business insights.
• Excellent communication skills to present findings effectively to stakeholders.
• Experience in benchmarking and comparative analysis.
• Ability to work independently and collaboratively in a fast-paced environment.

At BNY, our culture speaks for itself, check out the latest BNY news at:

BNY Newsroom

BNY LinkedIn 

Here’s a few of our recent awards: 

• America’s Most Innovative Companies, Fortune, 2025
• World’s Most Admired Companies, Fortune 2025
• “Most Just Companies”, Just Capital and CNBC, 2025

Our Benefits and Rewards:

BNY offers highly competitive compensation, benefits, and wellbeing programs rooted in a strong culture of excellence and our pay-for-performance philosophy. We provide access to flexible global resources and tools for your life’s journey. Focus on your health, foster your personal resilience, and reach your financial goals as a valued member of our team, along with generous paid leaves, including paid volunteer time, that can support you and your family through moments that matter. 

BNY is an Equal Employment Opportunity/Affirmative Action Employer - Underrepresented racial and ethnic groups/Females/Individuals with Disabilities/Protected Veterans.

Associate, Data Management & Quantitative Analysis II

At BNY, our culture allows us to run our company better and enables employees’ growth and success. As a leading global financial services company at the heart of the global financial system, we influence nearly 20% of the world’s investible assets. Every day, our teams harness cutting-edge AI and breakthrough technologies to collaborate with clients, driving transformative solutions that redefine industries and uplift communities worldwide.

Recognized as a top destination for innovators and champions of inclusion, BNY is where bold ideas meet advanced technology and exceptional talent. Together, we power the future of finance – and this is what #LifeAtBNY is all about. Join us and be part of something extraordinary.

We’re seeking a future team member for the role of Associate, Data Management & Quantitative Analysis II to join our Risk & Performance Oversight team. This role is located in Pune, MH– HYBRID.

In this role, you’ll make an impact in the following ways:

• Join a dynamic team, working closely with the Head of Seed Capital Portfolio, and play an integral role in monitoring seed investments and the associated risks.
• Address data issues related to fund holdings and model complex asset classes, including OTC Derivatives, Index Futures, CDS, and more.
• Prepare monthly Risk reports, Scenario Analysis report & Hedge effectiveness report for monitoring risk associated with seed investment.
• In the event of variation in risk statistics, analyze the data to identify the underlying reasons.
• Drive various automation projects for process refinement.

To be successful in this role, we’re seeking the following:

• Bachelor’s or Master’s degree with 4+ years of relevant experience (CFA/FRM certification is a plus)
• Hands on experience in Investment Risk, or Market Risk
• Basic understanding of Python Coding and SQL
• Familiarity with Aladdin or any other risk monitoring tool

At BNY, our culture speaks for itself, check out the latest BNY news at:

BNY Newsroom
BNY LinkedIn

Here’s a few of our recent awards:

• America’s Most Innovative Companies, Fortune, 2024
• World’s Most Admired Companies, Fortune, 2024
• Human Rights Campaign Foundation, Corporate Equality Index, 100% score, 2023-2024
• Best Places to Work for Disability Inclusion, Disability: IN – 100% score, 2023-2024
• “Most Just Companies”, Just Capital and CNBC, 2024
• Dow Jones Sustainability Indices, Top performing company for Sustainability, 2024
• Bloomberg’s Gender Equality Index (GEI), 2023

Our Benefits and Rewards:

BNY offers highly competitive compensation, benefits, and wellbeing programs rooted in a strong culture of excellence and our pay-for-performance philosophy. We provide access to flexible global resources and tools for your life’s journey. Focus on your health, foster your personal resilience, and reach your financial goals as a valued member of our team, along with generous paid leaves, including paid volunteer time, that can support you and your family through moments that matter.

BNY is an Equal Employment Opportunity/Affirmative Action Employer - Underrepresented racial and ethnic groups/Females/Individuals with Disabilities/Protected Veterans.

Associate, Data Management & Quantitative Analysis I

At BNY, our culture allows us to run our company better and enables employees’ growth and success. As a leading global financial services company at the heart of the global financial system, we influence nearly 20% of the world’s investible assets. Every day, our teams harness cutting-edge AI and breakthrough technologies to collaborate with clients, driving transformative solutions that redefine industries and uplift communities worldwide.

Recognized as a top destination for innovators and champions of inclusion, BNY is where bold ideas meet advanced technology and exceptional talent. Together, we power the future of finance – and this is what #LifeAtBNY is all about. Join us and be part of something extraordinary.

We’re seeking a future team member for the role of Associate, Data Management & Quantitative Analysis I to join our Asset Management Division, FSG Quants team. This role is located in Pune, MH – HYBRID.

In this role, you’ll make an impact in the following ways:

• Act as a key liaison between the Quant Team, Client Team, and Portfolio Managers, providing analysis that supports client communications and trading decisions.
• Apply quantitative skills to solve complex problems for LDI clients, including liability modelling and benchmark changes, while maintaining the highest quality standards.
• Identify and escalate any issues or discrepancies in results to ensure accuracy and reliability.
• Understand and apply investment guidelines and relevant processes/calculations as necessary.

To be successful in this role, we’re seeking the following:

• Bachelor’s degree in actuarial science, finance, statistics, or mathematics.
• Minimum 3-5 years’ work experience in a similar or related role with a top-tier firm, such as insurance/actuarial (pricing, actuarial modelling, pensions), investment banking (interest rate derivative sales, trading, and research), or financial services (asset and risk management).
• Strong knowledge and experience in actuarial modelling and processes, preferably with UK pensions.
• Solid understanding of interest rate and inflation risk and techniques to quantify these risks.
• Deep understanding of fixed income, derivative markets, and hedging/LDI techniques.
• Ability and desire to apply numerical skills in the workplace; candidates with mathematics, economics, statistics, and/or actuarial background preferred.
• Ability to work collaboratively in a team environment, coordinating with both UK and Pune team members.
• Strong quantitative skills and fluency in English; preferably holding or progressing towards actuarial or investment designations (e.g., CFA).
• Proficiency in Excel and strong verbal and written communication skills to clearly articulate modelling processes, assumptions, and analyses.
• Detail-oriented, deadline-driven, with strong analytical skills and a commitment to operational risk management and work ethic.

At BNY, our culture speaks for itself, check out the latest BNY news at:

BNY Newsroom
BNY LinkedIn

Here’s a few of our recent awards:

America’s Most Innovative Companies, Fortune, 2024
World’s Most Admired Companies, Fortune, 2024
Human Rights Campaign Foundation, Corporate Equality Index, 100% score, 2023-2024
Best Places to Work for Disability Inclusion, Disability: IN – 100% score, 2023-2024
“Most Just Companies”, Just Capital and CNBC, 2024
Dow Jones Sustainability Indices, Top performing company for Sustainability, 2024
Bloomberg’s Gender Equality Index (GEI), 2023

Our Benefits and Rewards:

BNY offers highly competitive compensation, benefits, and wellbeing programs rooted in a strong culture of excellence and our pay-for-performance philosophy. We provide access to flexible global resources and tools for your life’s journey. Focus on your health, foster your personal resilience, and reach your financial goals as a valued member of our team, along with generous paid leaves, including paid volunteer time, that can support you and your family through moments that matter.

BNY is an Equal Employment Opportunity/Affirmative Action Employer - Underrepresented racial and ethnic groups/Females/Individuals with Disabilities/Protected Veterans.

Senior Vice President, Data Management and Quantitative Analysis

At BNY, our culture allows us to run our company better and enables employees’ growth and success. As a leading global financial services company at the heart of the global financial system, we influence nearly 20% of the world’s investible assets. Every day, our teams harness cutting-edge AI and breakthrough technologies to collaborate with clients, driving transformative solutions that redefine industries and uplift communities worldwide.

Recognized as a top destination for innovators and champions of inclusion, BNY is where bold ideas meet advanced technology and exceptional talent. Together, we power the future of finance – and this is what #LifeAtBNY is all about. Join us and be part of something extraordinary.

We’re seeking a future team member for the role of Senior Vice President, Data Management & Quantitative Analysis to join our Markets team. This role is located in CITY

In this role, you’ll make an impact in the following ways: 

• Data engineering responsibilities: 
• Extend core utilities for new-dataset reconnaissance, data cleansing & data model integration
• Orchestrate new dataset ETL processes
• Develop automated data quality control & remediation processes
• Maintain comprehensive data dictionaries including coverage, lineage, descriptive statistics & use cases
• Promote a culture of responsible data stewardship

• Research & development activities:
• Execute on the BNY Institute and iFlow R&D programs as directed
• Partner with iFlow R&D & Analytics teams to leverage data assets & legacy code, augmenting and/or refactoring as needed
• Collaborate with research staff in the BNY Institute to onboard new macro, market microstructure, behavioral & other alternative datasets
• Leverage the toolkit of modern data science to extract differentiated quantitative insights from vast quantities of data
• Quickly turn new datasets & novel concepts into working prototypes
• Lead the smart visualization of data for clients globally 
• Enforce best practices with respect to research processes & coding standards
• Cultivate a high-performance culture
   

To be successful in this role, we’re seeking the following: 

• Facility with core technologies:  SQL, Python & its packages, Power BI and/or Tableau, Excel
• Facility with modeling and statistical analysis techniques
• The ability to learn and deploy new technologies & techniques quickly
• Knowledge of financial markets, instruments & the investment landscape
• Strong collaboration & teamwork abilities along with experience in the application of lateral influence
• Ability to clearly communicate complex concepts to a broad range of stakeholders, including senior management & client-facing teams, in a concise manner
• Experience training, managing, mentoring & inspiring junior staff

At BNY, our culture speaks for itself, check out the latest BNY news at:

BNY Newsroom

BNY LinkedIn 

 Here’s a few of our recent awards: 

• America’s Most Innovative Companies, Fortune, 2025
• World’s Most Admired Companies, Fortune 2025
• “Most Just Companies”, Just Capital and CNBC, 2025

Our Benefits and Rewards:

BNY offers highly competitive compensation, benefits, and wellbeing programs rooted in a strong culture of excellence and our pay-for-performance philosophy. We provide access to flexible global resources and tools for your life’s journey. Focus on your health, foster your personal resilience, and reach your financial goals as a valued member of our team, along with generous paid leaves, including paid volunteer time, that can support you and your family through moments that matter. 

BNY is an Equal Employment Opportunity/Affirmative Action Employer - Underrepresented racial and ethnic groups/Females/Individuals with Disabilities/Protected Veterans.

As the Business Owner for the Algo (API) Vertical, you will be responsible for overseeing integrations with third-party platforms, driving business growth initiatives, and ensuring seamless collaboration between internal teams. This role requires a deep understanding of derivatives as a product and experience in API-based business models.

Key Responsibilities:

• Integration Management: Oversee integrations with third-party platforms from a commercial standpoint, ensuring mutually beneficial partnerships and smooth execution.
• Business Growth & Strategy: Identify and execute growth initiatives to expand the Algo trading vertical, leveraging market trends and customer insights.
• Cross-functional Collaboration: Work closely with Product and Engineering teams to ensure seamless alignment and delivery of API-related requirements.
• Market Analysis: Stay updated with crypto and traditional finance markets, competitor strategies, and industry trends to drive innovation and maintain a competitive edge.
• Partnership Development: Build and maintain relationships with algo traders, hedge funds, and institutional clients to drive API adoption and liquidity growth.
• Performance Monitoring: Define KPIs and track the performance of the Algo vertical, optimizing strategies based on data-driven insights.

Requirements

• Strong understanding of derivatives trading and financial markets.
• Experience working with APIs, algo trading, and quantitative finance is preferred.
• Proven ability to drive business growth and execute strategic initiatives.
• Strong stakeholder management and collaboration skills, with the ability to work across teams.
• Excellent analytical and problem-solving skills with a data-driven mindset.
• Prior experience in crypto, fintech, or financial services is a plus.

At BNY, our culture empowers you to grow and succeed. As a leading global financial services company at the center of the world’s financial system we touch nearly 20% of the world’s investible assets. Every day around the globe, our 50,000+ employees bring the power of their perspective to the table to create solutions with our clients that benefit businesses, communities and people everywhere.   

We continue to be a leader in the industry, awarded as a top home for innovators and for creating an inclusive workplace. Through our unique ideas and talents, together we help make money work for the world. This is what #LifeAtBNY is all about.

We’re seeking a future team member for the role of Senior Vice President, Data Management & Quantitative Analysis Manager in Markets team. This role is located in Pune, MH  – Hybrid.

In this role, you’ll make an impact in the following ways: 

Responsibilities

• Work with desk strats and quantitative analytics team to develop, maintain and support C++/Python analytics libraries used for pricing and risk analytics.
• Pricing Model development and OPM review for Rates, FX and Equity models.
• Work closely with platform engineering team on integration of analytics libraries into firm's risk systems.
• Investigate market data, pricing, and risk analytics issues.
• Work on implementation of AI based quantitative workflow solutions.
• Team lead for Quant Developer to drive quantitative business solutions.

The successful candidate will demonstrate/possess:

• Bachelor's/Master's degree in relevant technical discipline: Computer Science, Mathematics, Financial engineering. Finance related qualification like CFA, FRM, CQF etc. is an advantage.
• Excellent programming knowledge in Python/C++ with financial maths and quant development work.
• Excellent knowledge of FX and Fixed Income products pricing, yield curve construction, scenario analysis, sensitivities calculations, PFE, VaR, CCAR stress scenarios.
• Good knowledge of development of pricing and risk analytics systems and tools.
• Good knowledge of object oriented analysis and common design patterns.
• Excellent analytical and problem solving skills.
• Good communication skills and ability to work with trading desk and platform engineering teams.
• Front office experience involving FX and Rates
• Good knowledge about LLMs and AI based quants workflow solutions.

Preferred candidates:

• Top Tier colleges: IITs/BITs/NITs
• Professional experience with Investment Banking firms such as Goldman Sachs, JP Morgan, Morgan Stanley, Deutshce Bank etc.
• Professional certification in Finance: FRM, CQF or CFA.

At BNY, our culture speaks for itself. Here’s a few of our awards: 

• America’s Most Innovative Companies, Fortune, 2024
• World’s Most Admired Companies, Fortune 2024
• Human Rights Campaign Foundation, Corporate Equality Index, 100% score, 2023-2024
• Best Places to Work for Disability Inclusion , Disability: IN – 100% score, 2023-2024
• “Most Just Companies”, Just Capital and CNBC, 2024
• Dow Jones Sustainability Indices, Top performing company for Sustainability, 2024
• Bloomberg’s Gender Equality Index (GEI), 2023

Our Benefits and Rewards: 

BNY offers highly competitive compensation, benefits, and wellbeing programs rooted in a strong culture of excellence and our pay-for-performance philosophy. We provide access to flexible global resources and tools for your life’s journey. Focus on your health, foster your personal resilience, and reach your financial goals as a valued member of our team, along with generous paid leaves, including paid volunteer time, that can support you and your family through moments that matter. 

BNY is an Equal Employment Opportunity/Affirmative Action Employer - Underrepresented racial and ethnic groups / Females / Individuals with Disabilities/Protected Veterans.

Vice President, Data Management & Quantitative Analysis Manager II

At BNY, our culture empowers you to grow and succeed. As a leading global financial services company at the center of the world’s financial system we touch nearly 20% of the world’s investible assets. Every day around the globe, our 50,000+ employees bring the power of their perspective to the table to create solutions with our clients that benefit businesses, communities and people everywhere.   

We continue to be a leader in the industry, awarded as a top home for innovators and for creating an inclusive workplace. Through our unique ideas and talents, together we help make money work for the world. This is what #LifeAtBNY is all about.

We’re seeking a future team member for the role of Vice President, Data Management & Quantitative Analysis Manager II in Markets team. This role is located in Pune, MH  – Hybrid.

In this role, you’ll make an impact in the following ways: 

Responsibilities

• Work with desk strats and quantitative analytics team to develop, maintain and support C++/Python analytics libraries used for pricing and risk analytics.
• Pricing Model development and OPM review for Rates, FX and Equity models.
• Work closely with platform engineering team on integration of analytics libraries into firm's risk systems.
• Investigate market data, pricing and risk analytics issues.
• Work on implementation of AI based quantitative workflow solutions.

To be successful in this role, we’re seeking the following: 

• Bachelor's/Master's degree in relevant technical discipline: Computer Science, Mathematics, Financial engineering. Finance related qualification like CFA, FRM, CQF etc. is an advantage.
• Excellent programming knowledge in Python/C++ with financial maths and quant development work.
• Excellent knowledge of FX and Fixed Income products pricing, yield curve construction, scenario analysis, sensitivities calculations, PFE, VaR, CCAR stress scenarios.
• Good knowledge of development of pricing and risk analytics systems and tools.
• Good knowledge of object oriented analysis and common design patterns.
• Excellent analytical and problem solving skills.
• Good communication skills and ability to work with trading desk and platform engineering teams.
• Front office experience involving FX and Rates
• Good knowledge about LLMs and AI based quants workflow solutions.

Preferred candidates:

• Top Tier colleges: IITs/BITs/NITs
• Professional experience with Investment Banking firms such as Goldman Sachs, JP Morgan, Morgan Stanley, Deutshce Bank etc.
• Professional certification in Finance: FRM, CQF or CFA.

At BNY, our culture speaks for itself. Here’s a few of our awards: 

• America’s Most Innovative Companies, Fortune, 2024
• World’s Most Admired Companies, Fortune 2024
• Human Rights Campaign Foundation, Corporate Equality Index, 100% score, 2023-2024
• Best Places to Work for Disability Inclusion , Disability: IN – 100% score, 2023-2024
• “Most Just Companies”, Just Capital and CNBC, 2024
• Dow Jones Sustainability Indices, Top performing company for Sustainability, 2024
• Bloomberg’s Gender Equality Index (GEI), 2023

Our Benefits and Rewards: 

BNY offers highly competitive compensation, benefits, and wellbeing programs rooted in a strong culture of excellence and our pay-for-performance philosophy. We provide access to flexible global resources and tools for your life’s journey. Focus on your health, foster your personal resilience, and reach your financial goals as a valued member of our team, along with generous paid leaves, including paid volunteer time, that can support you and your family through moments that matter. 

BNY is an Equal Employment Opportunity/Affirmative Action Employer - Underrepresented racial and ethnic groups / Females / Individuals with Disabilities/Protected Veterans.

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

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 5+ 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

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