Quantitative Data Engineer

BestEx Research is a U.S.-based financial technology and research firm with offices in India, the United Kingdom, and Armenia. The firm specializes in building sophisticated execution algorithms and transaction cost modeling tools servicing multiple asset classes. The Quantitative Data Engineer will be a key contributor to the team responsible for the core data ecosystem, building robust data pipelines, designing efficient database schemas, and maintaining mission-critical infrastructure that handles tick-by-tick market data and execution logs.

Requirements

• Design, build, and optimize high-throughput data pipelines using Python, R, and PostgreSQL to handle market and execution data.
• Build and manage robust, scheduled data workflows using tools like Airflow/Dagster to ensure 24/7 data availability for global markets.
• Monitor pipeline health, debug data discrepancies in logs, and implement automated data-quality checks.
• Build and maintain REST API-based applications to serve analytics and performance metrics to both internal trading systems and external client interfaces.
• Partner with Senior Quants and Product Managers to translate complex TCA research into production-grade features and custom client analyses.

Benefits

• Competitive compensation in India, including equity and cash bonuses
• Zero bureaucracy, zero silos—engineers directly collaborate with traders, researchers, and the CEO.
• Direct ownership and end-to-end visibility on production systems.
• Daily opportunity to learn from pioneers in HFT, low-latency systems, and algo trading.
• A high-trust environment where performance speaks louder than hierarchy.