cover image
BHFT

BHFT

bhft.com

2 Jobs

87 Employees

About the Company

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.

Listed Jobs

Company background Company brand
Company Name
BHFT
Job Title
Alpha Researcher / ML Feature Engineer
Job Description
Job Title: Alpha Researcher / ML Feature Engineer Role Summary: Apply machine learning and statistical methods to high‑frequency and alternative market data to develop and refine predictive trading signals. Collaborate with modeling and execution teams to bring research concepts into production, ensuring rigorous backtesting, validation, and monetization. Expectations: * Deliver alpha signals that produce real trading profits, not solely backtest performance. * Work quickly and efficiently in a fast‑moving, data‑driven trading environment. * Own end‑to‑end signal pipelines, from data acquisition to live deployment. * Communicate findings and progress clearly to cross‑functional stakeholders. Key Responsibilities: * Conduct time‑sensitive applied research on diversified data sources (HF market data, alternative datasets). * Engineer robust, scalable predictive features for rapid testing and production use. * Design and oversee entire signal workflows: data sourcing, cleaning, feature engineering, signal generation, backtesting, and validation. * Partner with modeling and execution teams to integrate signals, perform stress‑tests, and optimize performance for live trading. * Continuously monitor and refine signals to maintain edge in liquid markets. Required Skills: * Advanced Python (Pandas, NumPy, SciPy, Polars; proficiency in writing clean, efficient, scalable code). * Strong quantitative analysis and statistical modeling expertise. * Experience with systematic intraday strategies in equities, futures, options. * Knowledge of feature engineering, signal generation, and backtesting frameworks. * Excellent collaboration, communication, and ownership mindset. * Ability to work independently in a fully remote, global team. Required Education & Certifications: * Bachelor, Master’s, or PhD in Applied Mathematics, Statistics, Physics, Engineering, Financial Engineering, Computer Science, or a closely related discipline from a recognized institution.
New york, United states
Remote
Mid level
19-11-2025
Company background Company brand
Company Name
BHFT
Job Title
Quantitative Researcher (MFT / ML Pipeline)
Job Description
Job title: Quantitative Researcher (MFT / ML Pipeline) Role Summary: Design and maintain machine learning and feature engineering pipelines for Medium-Frequency Trading strategies. Conduct market research, develop and validate predictive models, and collaborate with quants, data engineers, and infrastructure teams to deploy models and refine performance. Expectations: * 1–2 years quantitative or data science experience in finance, trading, or applied machine learning. * Strong grasp of machine learning workflows, statistics, time‑series analysis, and predictive modeling. * Proficient in Python and libraries such as Pandas, NumPy, Scikit‑learn, and PyTorch. * Detail‑oriented, analytical, self‑motivated, and able to communicate clearly in a remote team. Key Responsibilities: * Build, test, and optimize feature pipelines for MFT trading strategies. * Perform data‑driven market research to uncover alpha signals across equities, futures, and other asset classes. * Train, validate, and evaluate models on large historical datasets (OHLCV, tick data, order book). * Develop proof‑of‑concept trading models and backtest hypotheses using scalable backtesting frameworks. * Work with senior quants, data engineers, and infrastructure to ensure efficient data flow and model deployment. * Monitor model performance, adjust for changing market conditions, and propose improvements. * Contribute to continuous integration of data versioning and MLOps practices. Required Skills: * Machine learning pipeline development (feature engineering, model training, validation). * Statistical analysis and time‑series forecasting. * Python programming with data science stack (Pandas, NumPy, Scikit‑learn, PyTorch). * Understanding of financial data structures: tick data, OHLCV bars, L2 order book. * Strong analytical and problem‑solving abilities. * Excellent written and verbal communication. * Ability to work independently and collaboratively in a distributed environment. Required Education & Certifications: * Bachelor’s degree in Computer Science, Mathematics, Statistics, Physics, Engineering, or related quantitative field. * Master’s degree is preferred but not mandatory. * No specific certifications required.
New york, United states
Remote
19-11-2025