Quantitative Researcher – Systematic US Equities

🔥 19 hours ago

🗽 New York – Remote

🗽 New York – Remote

⏰ Full Time

🟡 Mid-level

🟠 Senior

👻 Ghost score 12%

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BHFT

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11 - 50 employees

💼 Consulting

📦 Logistics

📣 Marketing

Consulting • Logistics • Marketing

BHFT is a company specializing in advanced algorithmic trading solutions tailored for the complexities of today's financial markets. With over 30 years of experience in global trading, their approach emphasizes the development of strategic, quantitative trading methodologies that leverage state-of-the-art technology. They focus on automated trading platforms utilizing high-frequency algorithms, conducting thorough market-specific research, and offering a robust backtesting infrastructure to ensure optimal performance in various market conditions. BHFT’s vision encompasses a comprehensive approach to algorithmic trading, integrating software, hardware, and trading strategies to navigate fragmented market dynamics effectively.

📋 Description

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

🎯 Requirements

• 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 • 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 • Preferred experience with statistical arbitrage and mean-reversion strategies • Preferred experience with factor models and short-term alpha prediction • Preferred experience with ETF arbitrage • Preferred experience with event-driven trading • Preferred experience with market making and execution alpha • Preferred experience with M&A and earnings releases • Preferred experience taking strategies from research to live trading

🏖️ Benefits

• 100% remote organization • Open communication and transparent processes • Opportunity to shape trading ideas and influence technical decisions • End-to-end ownership of trading strategies and their performance

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