BHFT is a proprietary algorithmic trading firm. Our team manages the full trading cycle, from software development to creating and coding strategies and algorithms.
Our trading operations cover key exchanges. The firm trades across a broad range of asset classes, including equities, equity derivatives, options, commodity futures, rates futures, etc. We employ a diverse and growing array of algorithmic trading strategies, utilizing both High-Frequency Trading (HFT) and Medium-Frequency Trading (MFT) approaches. Looking ahead, we are expanding into new markets and products. As a dynamic company, we continuously experiment with new markets, tools, and technologies.
We’ve got a team of 200+ professionals, with a strong emphasis on technology - 70% are technical specialists in development, infrastructure, testing, and analytics spheres. The remaining part of the team supports our business operations, such as Risks, Compliance, Legal, Operations, and more.
Our employees are located all around the world, from the United States to Hong Kong. Although we maintain office spaces, we currently operate as a 100% remote organization.
At BHFT, clarity and transparency are at the core of our culture: we value open communication, ensuring that our processes are straightforward.
Job DescriptionWe'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.
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, 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.
Preferred Experience
- 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
Skills Required
- 5+ years of experience in systematic US equities trading or quantitative research
- Hands-on experience developing alpha signals and 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 performance
- Experience with statistical arbitrage and mean-reversion strategies
- Experience with factor models and short-term alpha prediction
- Experience with ETF arbitrage
- Experience with event-driven trading
- Experience with market making and execution alpha
- Experience trading M&A and earnings releases
- Experience taking strategies from research to live trading
What We Do
In today's complex financial markets, effective strategies are essential for success. At BHFT, we excel in creating these strategies, distinguishing ourselves in the automated trading platform arena with our unique approach. Our advanced fintech solutions are the product of extensive research and development by a team with more than 25 years of trading experience. With the help of 100+ professionals engaged we succeed in balancing high alpha and low-risk arbitrage. We emphasize the importance of a holistic approach in achieving undeniable results in trading, integrating it into every aspect from business structure to hardware. This comprehensive strategy enables us to adeptly handle any market condition. Beyond automated trading strategies, we focus on in-depth research into market microstructure and liquidity dynamics, quickly incorporating these insights into our trading logic. Our industry-standard backtesting infrastructure provides eliminating errors. Hence, combined with our bespoke high-frequency trading (HFT) strategies, our trading platform offers unmatched flexibility, speed, and performance.
