About BestEx Research:

BestEx Research is a U.S.-based financial technology and research firm headquartered in Stamford, Connecticut, with offices in the United Kingdom, India and Armenia. The firm specializes in building sophisticated execution algorithms and transaction cost modeling tools servicing multiple asset classes. The firm provides its services to performance-demanding hedge funds, CTAs, asset managers, and banks through a traditional electronic broker and in a broker-neutral Software as a Service (SaaS) model.

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.

Its cloud-based platform, Algo Management System (AMS), is the first end-to-end algorithmic trading solution for equities, futures, and foreign exchange that delivers an entire ecosystem around execution algorithms, including transaction cost analysis (TCA), an algo customization tool called Strategy Studio, a trading dashboard, and pre-trade analytics in a single platform. The platform is currently live for US equity 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 back end in C++, research libraries in C++/Python and R, and web-based technologies for delivering its front-end platforms.

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

Why Join Us?

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 CEO.
Direct ownership and end-to-end visibility on production systems.
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

Location: Bengaluru, India

Our beautiful Bengaluru office is conveniently located in Prestige Tech Park, Outer Ring Road, Marathahalli Road, Bangalore. Amenities include modern work spaces, free parking, recreational games, and free meals.

Your Role: Build What Most Engineers Never Get to Touch

As a Quantitative Data Engineer, you will be a key contributor to the team responsible for our core data ecosystem. You will work alongside experienced practitioners to build robust data pipelines, design efficient database schemas, and maintain the mission-critical infrastructure that handles tick-by-tick market data and execution logs. This is an opportunity to contribute to scalable, performance-optimized systems within the high-stakes environment of algorithmic trading.

At BestEx Research, our data engineers are deeply integrated into the research lifecycle. You will have the chance to develop a specialized understanding of global market microstructure, algorithmic execution, and performance measurement. At BestEx Research, data engineers are nested within a talented team of experts and practitioners in the field and may participate in writing research papers and interface closely with client research teams to improve trading costs. Your day to day responsibilities in this role can include, but are not limited to:

What You’ll Work On

Design, build, and optimize high-throughput data pipelines using Python, R, and PostgreSQL to handle market and execution data.
Build and manage robust, scheduled data workflows using tools like Airflow/Dagster to ensure 24/7 data availability for global markets.
Monitor pipeline health, debug data discrepancies in logs, and implement automated data-quality checks.
Build and maintain REST API-based applications to serve analytics and performance metrics to both internal trading systems and external client interfaces.
Partner with Senior Quants and Product Managers to translate complex TCA research into production-grade features and custom client analyses.

Requirements

Experience: 1 - 4 Years
A highly motivated self-starter mindset with the ability to take end-to-end ownership of data products.
BTech/MTech in Computer Science, Data Science, Statistics or a related quantitative field.
Expert in Python (Numpy, Pandas, Polars, Multiprocessing etc) and advanced PostgreSQL (complex joins, window functions, and query optimization).

Hands-on experience building and orchestrating pipelines (e.g., Airflow, Dagster, Prefect).
Strong foundation in applied statistics. Ability to form hypotheses, analyze idiosyncratic order flow, and validate results with statistical significance.
Ability to translate complex technical or statistical findings into clear insights for Senior Quants and clients.
Strong analytical problem-solving skills.
Good Communication Skills.

Bonus Points For:

Experience building REST APIs (FastAPI, Django) to serve data at scale.
Exposure to C++ or low-latency environment concepts.
Familiarity with R for research and visualization.
Prior experience in fintech, electronic trading, or a data-heavy research environment is highly valued.
Exposure to ML
Exposure to AI is a big plus

Benefits

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
Zero red tape, no outsourcing mentality

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Quant Data Engineer

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