{"id":4082079,"url":"https://alion.io/job/bhft-quantitative-researcher-systematic-us-equities","title":"Quantitative Researcher (Systematic US Equities)","company":{"id":670158,"name":"BHFT","domain":"bhft.com","url":"https://alion.io/company/bhft","size_band":"51-200","is_staffing_agency":false,"employer_type":"direct","is_intermediary":false,"listed_via":null,"ats_vendor":"SmartRecruiters","truth_index":null},"role":"Data Science","role_family":"Data Science","seniority":"senior","employment_type":"full_time","work_mode":"remote","remote_scope":"stated_countries","remote_scope_basis":"posting_text","remote_working_hours":null,"hiring_geo_confidence":"inferred","locations":["New York, United States"],"countries":["US"],"hiring_countries":["US","HK"],"hiring_countries_total":2,"salary":null,"salary_estimate":null,"experience_years_min":5,"visa_sponsorship":false,"relocation_package":false,"has_equity":false,"technologies":[{"name":"Python","optional":false}],"status":"live","first_seen_at":"2026-11-11T15:58:31Z","employer_posted_date":"2026-11-11","last_verified_at":"2026-11-11T17:45:49Z","board_verified":true,"closed_at":null,"days_open":0,"trust":{"level":"ok","repost_count":null,"flags":[],"days_open":0},"description":"BHFT is a proprietary algorithmic trading firm. Our team manages the full trading cycle, from software development to creating and coding strategies and algorithms.\nOur 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.\nWe’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.\nOur 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.\nAt BHFT, clarity and transparency are at the core of our culture: we value open communication, ensuring that our processes are straightforward.\n 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.\nThis 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.\nYou'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.\nResponsibilities\nResearch and develop systematic trading strategies across US equities, with a focus on intraday and MFT opportunities.\nIdentify and evaluate alpha signals using market data, statistical models, and market microstructure insights.\nOwn the full research-to-production lifecycle: idea generation, backtesting, validation, deployment, and ongoing optimization.\nDevelop and improve portfolio construction, risk management, and execution approaches.\nMonitor live strategy performance, identify opportunities for improvement, and contribute directly to trading P&L.\nCollaborate with trading and engineering teams on infrastructure, analytics, and strategy implementation.\n Requirements\n5+ years of experience in systematic US equities trading or quantitative research.\nHands-on experience developing alpha signals and contributing to systematic trading strategies.\nStrong understanding of US equity market microstructure, portfolio construction, and risk management.\nExperience with intraday and/or medium-frequency strategies, including active portfolio rebalancing.\nStrong quantitative and analytical skills, with proficiency in Python.\nAbility to understand trading strategies end-to-end and translate research ideas into actionable trading decisions.\nMotivation to take ownership of trading strategies and their performance.\nPreferred Experience\nStatistical arbitrage and mean-reversion strategies\nFactor models and short-term alpha prediction\nETF arbitrage\nEvent-driven trading\nMarket making and execution alpha\nM&A and earnings releases\nExperience taking strategies from research to live trading","description_format":"text","description_chars":3488,"description_truncated":false,"requirements":{"experience_years_min":5,"management_years_min":null,"team_size_min":null,"manages_managers":false,"education":null,"security_clearance":false,"languages":[{"language":"English","level":"All levels","optional":false}]},"benefits":["Equity"],"hiring_locations":[{"name":"United States","iso":"US","kind":"country"},{"name":"Hong 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