Senior Software Engineer C++ | Low Latency Trading Systems

BestEx Research

Bengaluru

On-site

INR 4,000,000 - 7,000,000

Full time

14 days+

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Benefits offered by this job

Equity

Cash bonuses

Job summary

BestEx Research in Bengaluru is building ultra-low-latency trading systems and advanced market-data platforms. You will own core components—from C++ nanosecond-sensitive infrastructure to Python-based research tools—working directly with traders and quants across the stack.

This role blends research and engineering and requires 5+ years of C++ experience, expert TCP/IP and multithreading skills, and a drive for performance.

Qualifications

Bachelor's or Master's in CS or Engineering (IIT/NIT/BITS preferred).
5+ years of software development experience with C++.
Expert-level knowledge of C++ and software design skills.
Expert-level knowledge of TCP/IP and multithreading.
Excellent problem solving and analytical abilities.
Excellent communication skills and ability to mentor others.
Domain experience is a plus but not required.

Responsibilities

Design core trading systems and algorithmic trading frameworks.
Develop high-performance execution algorithms for global markets.
Create exchange simulators and tick-level backtesting frameworks.
Build market data adapters and exchange connectivity adapters.
Collaborate with a global team of quants, traders, and engineers.
Analyze and optimize system performance across application, OS, and hardware layers.

Skills

C++

TCP/IP

Multithreading

Problem solving

Communication skills

Mentor others

Python

C++17

Education

Bachelor's or Master's in CS/Engineering

Tools

C++17

Python

Job description

About BestEx Research

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 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 will 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:
Market microstructure and trading mechanics
Algorithmic execution and strategy design
Exchange simulators and performance testing
Market data systems and real-time analytics
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

Your Role: Build What Most Engineers Never Get to Touch

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

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

You Should Have:

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

Bonus Points For

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