[Hiring] Quantitative Researcher @BHFT

Role Description

We're building a new systematic US equities trading initiative and are looking for an experienced Quantitative Researcher to take a hands-on role in developing and launching trading strategies. This is an opportunity to move beyond traditional research and take end-to-end ownership of the trading lifecycle – from alpha discovery and strategy development to live deployment, performance optimization, and P&L generation. You'll have the freedom to shape trading ideas, influence technical decisions, and work closely with our trading and engineering teams to bring strategies into production.

Responsibilities

• Research and develop systematic trading strategies across US equities, with a focus on intraday and MFT opportunities.
• Identify and evaluate alpha signals using market data, statistical models, and market microstructure insights.
• Own the full research-to-production lifecycle: idea generation, backtesting, validation, deployment, and ongoing optimization.
• Develop and improve portfolio construction, risk management, and execution approaches.
• Monitor live strategy performance, identify opportunities for improvement, and contribute directly to trading P&L.
• Collaborate with trading and engineering teams on infrastructure, analytics, and strategy implementation.

Qualifications

• 5+ years of experience in systematic US equities trading or quantitative research.
• Hands-on experience developing alpha signals and contributing to systematic trading strategies.
• Strong understanding of US equity market microstructure, portfolio construction, and risk management.
• Experience with intraday and/or medium-frequency strategies, including active portfolio rebalancing.
• Strong quantitative and analytical skills, with proficiency in Python.
• Ability to understand trading strategies end-to-end and translate research ideas into actionable trading decisions.
• Motivation to take ownership of trading strategies and their performance.

Requirements

• Statistical arbitrage and mean-reversion strategies.
• Factor models and short-term alpha prediction.
• ETF arbitrage.
• Event-driven trading.
• Market making and execution alpha.
• M&A and earnings releases.
• Experience taking strategies from research to live trading.