Betterhand Financial Technologies (BHFT)

Proprietary algorithmic trading across asset classes

Quantitative Researcher - Systematic US Equities

Quantitative Trading / Algorithm DevelopmentUpdated on Nov 12

Full-timeNew York, NY, USANo salary listedRemote

About the Job

Requirements

Five or more 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.

Responsibilities

Research and develop systematic trading strategies across US equities, with a focus 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, identify opportunities for improvement, and contribute directly to trading profit and loss.
Collaborate with trading and engineering teams on infrastructure, analytics, and strategy implementation.

Desired Qualifications

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 with mergers and acquisitions and earnings releases.
Experience taking strategies from research to live trading.

Job Description

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.

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.

Qualifications

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

Additional Information

About the Company

Betterhand Financial Technologies (BHFT)

Proprietary algorithmic trading across asset classes

BHFT is a proprietary algorithmic trading firm that designs, tests, and runs automated trading strategies across equities, derivatives, options, and futures on major exchanges. Its software handles the full trading cycle—from strategy creation to live execution and monitoring—built by a global, remote team focused on development, infrastructure, testing, and analytics. BHFT differentiates itself by owning end-to-end trading operations and continuously exploring new markets and technologies. Its goal is to expand into new markets and products while maintaining disciplined execution and transparent practices.

Company size: 1-10
Company stage: Not listed
Total funding: Not listed
Headquarters: Dubai, United Arab Emirates
Founded: Not listed

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