Senior Quantitative Data Engineer

About BestEx Research

BestEx Research is a US-headquartered financial technology and research company with offices in the UK, India, and Armenia. It specializes in advanced execution algorithms and transaction cost modeling across multiple asset classes, serving hedge funds, CTAs, asset managers, and banks via both electronic brokers and a broker-neutral SaaS platform. Their flagship cloud-based Algo Management System (AMS) integrates execution algorithms, transaction cost analysis, strategy customization, dashboards, and pre-trade analytics for equities, futures, and forex with live deployments in US equity and global futures markets.

BestEx Research seeks to revolutionize a $100 billion industry by replacing outdated, opaque solutions with transparent, customizable next-generation execution algorithms. Their technology stack includes C++ back-end, C++/Python/R research libraries, and modern web front ends.

Why Join Us?

• Work in a core global engineering and research hub contributing equally to US teams
• Collaborate directly with traders, researchers, and leadership without bureaucracy
• Take direct ownership with full visibility of production systems
• Learn daily from pioneers in high-frequency trading, low-latency systems, and algorithmic trading
• Competitive India-based compensation including equity and cash bonuses
• Enjoy a modern Bengaluru office with amenities such as free parking, recreational games, and free meals

Your Role and Responsibilities

As a Quantitative Data Engineer, you will be essential to building BestEx's data infrastructure supporting market and execution data management for algorithmic trading. Your responsibilities include designing and optimizing high-throughput data pipelines using Python, R, and PostgreSQL, building reliable scheduled workflows with tools like Airflow or Dagster to guarantee continuous global market data availability, monitoring pipeline health and automating data quality validation, and developing REST APIs to offer analytics to internal and external stakeholders. You will collaborate closely with Senior Quants and Product Managers to turn advanced transaction cost analysis research into production features and bespoke client reports.

Requirements

• Self-driven with strong initiative to take full ownership of data products
• BTech or MTech in Computer Science, Data Science, Statistics, or related quantitative field
• Expertise in Python (including libraries such as Numpy, Pandas, Polars, Multiprocessing) and advanced PostgreSQL skills like complex joins, window functions, and query optimization
• Hands-on experience building and orchestrating pipelines using Airflow, Dagster, or similar tools
• Solid applied statistics background enabling hypothesis testing, analysis of order flow patterns, and validation with statistical significance
• Capability to clearly convey complex technical or statistical insights to senior quants and clients
• Strong analytical problem-solving aptitude
• Effective communication skills

Preferred Qualifications

• Experience developing RESTful APIs with FastAPI, Django, or similar
• Familiarity with C++ and concepts in low-latency systems
• Knowledge of R for research and data visualization
• Previous fintech, electronic trading, or data-intensive research environment exposure
• Experience or interest in machine learning and artificial intelligence

What Makes This Opportunity Unique

• Work with real-time trading systems operating live in global markets
• Mentorship from senior professionals in algorithmic trading and software engineering
• Combination of research, systems architecture, and algorithm development responsibilities
• Flat structure with no outsourcing mentality or excessive bureaucracy