Algorithmic Trading Analyst

BestEx Research; Stamford (CT); On-site; USD 70,000 - 90,000; Full time

Job summary

BestEx Research in Stamford, CT is seeking entry-level Algorithmic Trading Analysts to join the Stamford office. This foundational role sits at the intersection of market structure, execution, trading technology, and software development, offering exposure to front-office projects alongside traders, quants, and engineers.

You will build expertise across global equities and futures, learn routing logic and performance evaluation, and grow in product planning and cross-functional communication

Qualifications

• Bachelor’s degree or higher in a quantitative field.
• Strong foundation in probability, statistics and data analysis.
• Excellent written and verbal communication skills.
• Willingness to work in person daily in Stamford, CT.

Responsibilities

• Develop knowledge of market structure and electronic trading behavior.
• Learn how algorithmic execution strategies and routing logic work.
• Evaluate algorithm performance across clients using statistical analysis.
• Test and support trading product development.
• Build cross-functional communication across trading, technology and client teams.
• Develop presentation skills for internal and client-facing interactions.
• Gain knowledge of Global Equities and Futures market structure across regions.

Skills

Python

R

SQL

Analytical mindset

Education

Bachelor’s degree in CS/Engineering/Finance/Quantitative Finance/Math/Data Science

Job description

Description

We are seeking highly motivated and detail-oriented entry-level candidates to join our Stamford, CT team as Algorithmic Trading Analysts. This role is a foundational position within our electronic trading organization, designed for candidates who want to build deep expertise at the intersection of market structure, algorithmic execution, trading technology, and software development.

In this role, you will work closely on a variety of projects alongside our trading desk, quant and engineering teams to build and improve various aspects of our global multi-asset algorithmic trading platform.

Over time, you will have the opportunity to build expertise in one of several different front office roles focused on quant research, product management or client coverage.

Specifically, You Will:

• Develop a strong working knowledge of market structure and electronic trading behavior in several asset classes and regions.


• Learn how algorithmic execution strategies, routing logic, and trading systems underneath them actually work.


• Learn to evaluate algorithm performance across clients and strategies using statistical analysis and data visualization.


• Gain experience testing and supporting our trading product.


• Build fluency in product planning, prioritization, and cross-functional communication across trading, technology, and client teams


• Develop communication and presentation skills for internal and client-facing interactions.


• Develop working knowledge of Global Equities and Futures market structure, and how electronic trading behavior differs across regions and asset classes

Requirements

• Bachelor’s, Masters or PhD in Computer Science, Engineering, Finance, Quantitative Finance, Mathematics, Statistics, Data Science or a related quantitative discipline


• Strong foundation in probability, statistics and data analysis.


• Strong analytical mindset and problem-solving skills with high attention to details


• Working knowledge of Python/R and SQL


• Excellent written and verbal communication skills


• Collaborative, proactive attitude with a strong sense of ownership and desire to learn in a fast-paced trading environment


• Willingness to work in person daily in our office in Stamford, CT