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), Strategy Studio for algorithm customization, trading dashboards, and pre-trade analytics in a single platform. The platform is currently live across U.S., European, and Canadian equities and global futures markets. BestEx Research is transforming a $100 billion industry by replacing traditional black-box execution with transparent, data-driven, and customizable algorithmic trading solutions. Our technology stack combines high-performance C++, Python, R, cloud infrastructure, and advanced quantitative research to build next-generation trading systems. Our mission is to become the global leader in execution analytics and algorithmic trading while helping clients significantly reduce transaction costs across asset classes. Visit our website https://www.bestexresearch.com/ to learn more about our products, research, and mission. Requirements 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