What are the responsibilities and job description for the Quant Research Lead position at BHFT?
Company 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.
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 HFT and MFT approaches.
We’ve got a team of 200 professionals, with a strong emphasis on technology. 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.
Job Description
Role mission: lead the quantitative research function responsible for systematic alpha discovery, model integration, and strategy development (for example: cross-border and statistical arbitrage), ensuring smooth delivery of high-quality research into the live trading pipeline.
Responsibilities
Research & Strategy
Drive alpha ideation, experiment design, backtesting, and strategy construction.
Evaluate signals, model outputs, and features for robustness and generalization.
Oversee delivery of strategies to production, and build live and post-trade testing tools to refine strategies.
Cross-Functional Collaboration
Integrate new engineered features into research workflows.
Partner with Modeling to leverage and test ML models within strategies.
Work with Data Engineering to maintain high-quality, research-ready data.
Coordinate with trading teams to transition strategies to production.
Process & Infrastructure
Maintain research standards: reproducibility, documentation, experiment tracking.
Guide best practices for backtesting, simulation, and performance diagnostics.
Team Leadership
Manage and mentor quantitative researchers.
Hire and train new and junior quants in research methods and market microstructure.
Qualifications
7 years in quantitative research or ML-driven trading.
Strong background in statistics, ML, applied math, or related fields.
Expertise in Python and systematic research tooling.
Deep knowledge of market microstructure and feature/alpha construction.
Demonstrated ability to lead research teams and ship production strategies.
Additional Information
All your information will be kept confidential according to EEO guidelines.