{"id":24103,"url":"https://alion.io/job/bestexresearch-quant-developer-low-latency-c","title":"Quant Developer - Low Latency C++","company":{"id":5529,"name":"BestEx Research","domain":"bestexresearch.com","url":"https://alion.io/company/bestexresearch","size_band":"201-500","is_staffing_agency":false,"employer_type":"direct","is_intermediary":false,"listed_via":null,"ats_vendor":"Workable","truth_index":null},"role":"Backend","role_family":"Backend","seniority":null,"employment_type":null,"work_mode":"on_site","remote_scope":null,"remote_scope_basis":null,"remote_working_hours":null,"hiring_geo_confidence":"structured","locations":["Bengaluru, India"],"countries":["IN"],"hiring_countries":[],"hiring_countries_total":0,"salary":null,"salary_estimate":null,"experience_years_min":null,"visa_sponsorship":false,"relocation_package":false,"has_equity":false,"technologies":[{"name":"C++","optional":false},{"name":"Python","optional":false},{"name":"SQL","optional":true},{"name":"TCP/IP","optional":true}],"status":"live","first_seen_at":"2026-07-28T00:00:00Z","employer_posted_date":"2026-07-28","last_verified_at":"2026-10-16T22:06:09Z","board_verified":true,"closed_at":null,"days_open":80,"trust":{"level":"ok","repost_count":null,"flags":[],"days_open":80},"description":"About BestEx Research\nBestEx 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.\nIts 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.\nBestEx 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.\nBestEx 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.\nVisit for more information about our mission, products, research, and services.\nWhy Join Us?\nBestEx 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.\nWhat You’ll Love:\nZero bureaucracy, zero silos-engineers directly collaborate with traders, researchers, and the CEO.\nDirect ownership and end-to-end visibility on production systems.\nDaily opportunity to learn from pioneers in HFT, low-latency systems, and algo trading.\nA high-trust environment where performance speaks louder than hierarchy.\nCompetitive compensation in India, including equity and cash bonuses.\n5-week structured training program:\nMarket microstructure and trading mechanics\nAlgorithmic execution and strategy design\nExchange simulators and performance testing\nMarket data systems and real-time analytics\nHands-on exercises using production research data\nContinuous professional development, with refresher courses, advanced sessions, and on-demand training tailored to your growth.\nGlobal exposure: Opportunities to collaborate with, visit, or relocate to our U.S., Singapore, or London offices, based on performance and business needs.\nYour Role: Build What Most Engineers Never Get to Touch\nYou’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.\nThis 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.\nWhat You’ll Work On\nArchitect and implement:\nExecution algorithms across global markets\nExchange simulators and tick-level backtesting frameworks\nSmart Order Routing systems across lit and dark venues\nModels for market impact, price prediction, and volume forecasting\nHigh-performance trading systems optimized for throughput and latency\nCore infrastructure to support new asset classes and global markets\nCollaborate closely with global quants, traders, and senior engineers\nAnalyze system performance across app, OS, and hardware layers\nRequirements\nYou Should Have\nBachelor’s or Master’s from a top-tier CS, Math, or Engineering program (IIT/NIT/BITS preferred but not required)\n2+ years hands-on C++ experience (C++14/17/20) in performance-sensitive applications\nStrong fundamentals in data structures, OS, networks, and concurrency\nPython fluency for data analysis and prototyping (preferred but not required)\nExperience with large-scale, real-time systems (trading experience is a plus but not mandatory)\nPassion for learning-markets, systems, and modeling\nBonus Points For\nDeep experience with TCP/IP, multi-threading, and latency optimization\nPrior work on trading platforms, FIX engines, or exchange protocols\nSQL optimization and experience with research or market data pipelines\nContributions to open-source C++/Python performance tools\nBenefits\nWhy This Role Is Rare\nExposure to real-time trading systems live in global markets\nDirect mentorship from senior algorithmic trading and software engineering veterans\nBlend of research, systems design, and algorithm development\nEquity and cash compensation\nZero red tape, no outsourcing 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