Jobs at Bestex Research

As a Growth Marketing Manager, you will oversee marketing operations, manage HubSpot data, execute campaigns, and improve workflows and reporting. You'll collaborate with teams to provide actionable insights and support digital marketing efforts.

Develop and validate quantitative models for market analytics and transaction cost analysis using tick-by-tick market data and execution logs. Conduct statistical analysis, define model performance metrics, monitor deployed models, and partner with engineers to productionize research prototypes. The role also involves documenting methodologies, peer-reviewing analyses, following academic and industry developments, and communicating model assumptions and limitations to stakeholders.

Build and optimize high-throughput market and execution-data pipelines using Python, R, and PostgreSQL. Orchestrate scheduled workflows, maintain 24/7 data availability, monitor pipeline health, implement data-quality checks, and develop REST APIs for analytics. Collaborate with quants and product managers to turn transaction-cost research into production features and client analyses while applying statistical methods to order-flow data.

Entry-level analyst supporting algorithmic execution, market structure analysis, trading product testing, statistical evaluation, data visualization, product planning, and cross-functional communication. The role develops expertise across quantitative research, product management, and client coverage while working with trading, quant, engineering, and client teams on a global equities and futures platform.

Design and implement low-latency execution algorithms, exchange simulators, SOR, tick-level backtests, market-impact and forecasting models, and high-performance trading infrastructure. Collaborate with global quants and traders to optimize system performance across application, OS, and hardware layers.

Design, build, and optimize ultra-low-latency trading systems, execution algorithms, exchange simulators, and market-data adaptors. Own C++-based infrastructure, improve performance across application/OS/hardware layers, collaborate with quants and traders, and extend systems for new asset classes.

As a Quantitative Data Engineer, you will develop robust data pipelines, optimize database schemas, and maintain key infrastructure for algorithmic trading systems, working closely with quantitative researchers and trading teams.

Design and implement ultra-low-latency execution algorithms, exchange simulators, smart order routing, and high-performance trading infrastructure. Collaborate with quants and traders, analyze performance across application, OS, and hardware layers, and extend systems for global markets and new asset classes.

Support the Founder/CEO with calendar and travel management, meeting coordination, event logistics, communications, expense processing, task tracking, special projects, and confidential administrative duties. Prioritize, follow up, and anticipate needs in a fast-paced environment.

Develop and optimize ultra-low-latency C++ trading systems, execution algorithms, exchange simulators, market data adaptors, and backtesting frameworks. Collaborate with quants and traders to design, build, and scale high-performance, low-latency infrastructure across application, OS, and hardware layers.