Low Latency C++ Quant Developer

Bestex Research; Bengaluru; On-site; INR 900,000 - 1,400,000; Full time

Job summary

Bestex Research in Bengaluru is seeking engineers to join a lean team building ultra-low-latency trading systems, real-time exchange simulators, execution algorithms, and alpha forecasting models. You will work across 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.

Qualifications

• Bachelor's degree from CS/Math/Engineering (IIT/NIT/BITS preferred but not required).
• 2+ years hands-on C++ in performance-sensitive apps (C++14/17/20).
• Strong fundamentals in data structures, OS, networks, and concurrency.
• Python fluency for data analysis and prototyping (preferred).
• Experience with large-scale, real-time systems; trading exp is a plus.

Responsibilities

• Architect and implement execution algorithms across global markets.
• Develop exchange simulators and backtesting frameworks.
• Build Smart Order Routing systems across lit and dark venues.
• Model market impact, price prediction, and volume forecasting.
• Optimize high-performance trading systems for throughput and latency.
• Provide core infrastructure to support new asset classes and global markets.
• Collaborate with global quants, traders, and senior engineers.
• Analyze system performance across app, OS, and hardware layers.

Skills

Bachelor's degree

C++ (2+ yrs)

Data structures

OS

Networks

Concurrency

Python

Trading systems (experience)

Education

Bachelor's degree in CS/Math/Engineering

Tools

C++ (C++14/17/20)

Python

Job description

Job Summary

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.

What You'll Work On

• Architect and implement execution algorithms across global markets


• Exchange simulators and tick-level backtesting frameworks


• Smart Order Routing systems across lit and dark venues


• Models for market impact, price prediction, and volume forecasting


• High-performance trading systems optimized for throughput and latency


• Core infrastructure to support new asset classes and global markets


• Collaborate closely with global quants, traders, and senior engineers


• Analyze system performance across app, OS, and hardware layers

You Should Have

• Bachelor s from a top-tier CS, Math, or Engineering program (IIT/ NIT/ BITS preferred but not required)


• 2+ years hands-on C++ experience (C++14/ 17/ 20) in performance-sensitive applications


• Strong fundamentals in data structures, OS, networks, and concurrency


• Python fluency for data analysis and prototyping (preferred but not required)


• Experience with large-scale, real-time systems (trading experience is a plus but not mandatory)


• Passion for learning markets, systems, and modeling

Bonus Points For

• Deep experience with TCP/ IP, multi-threading, and latency optimization


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


• SQL optimization and experience with research or market data pipelines


• Contributions to open-source C++/ Python performance tools

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


• Equity and cash compensation


• Zero red tape, no outsourcing mentality