Quantitative Researcher – Systematic US Equities

BHFT

. Research and develop systematic trading strategies across US equities, focusing on intraday and medium-frequency opportunities .

Posted 11/11/2026full-timeRemote • New York • United StatesMid-LevelSeniorWebsite

Core Competencies

Role fit

Core Competencies

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Demonstrates expertise in developing and optimizing systematic trading strategies for US equities, with a strong focus on intraday and medium-frequency opportunities. Proficient in quantitative research, portfolio construction, and risk management, translating research insights into actionable trading decisions.

Highest-signal resume keywords

Systematic US Equities TradingAlpha Signal DevelopmentPortfolio ConstructionRisk ManagementPython Proficiency

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

Quantitative ResearchStatistical ModelsMarket MicrostructureBacktestingValidationDeploymentOngoing OptimizationActive Portfolio RebalancingStatistical ArbitrageMean-Reversion Strategies

Soft Skills

Analytical SkillsOwnershipCollaboration

Industry Keywords

Intraday StrategiesMedium-Frequency StrategiesETF ArbitrageEvent-Driven TradingMarket MakingExecution AlphaM&AEarnings Releases

Tech Stack

Tools & technologies

Python

About the role

Key responsibilities & impact

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

What you’ll need

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

Comp & perks

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