Quantitative Research Analyst, Portfolio Construction

Graham Capital Management, L.P. • Norwalk, CT

108d • $125,000 - $225,000

About The Position

Graham Capital Management, L.P. is seeking a Quantitative Research Analyst to join our Quantitative Strategies team. The analyst will research and develop ways to improve GCM’s current portfolio construction process. The analyst will maximize performance and competitiveness by utilizing advanced methods in quantitative analysis, risk management and portfolio optimization.

Requirements

• MS or higher education in relevant quantitative field
• 1+ years related experience, with direct experience in portfolio construction
• A deep understanding of optimization theory and techniques is preferred
• Advanced programming experience in languages suited for quantitative research and strategy implementation – Matlab is a requirement for this role. Python and/or R complementing Matlab are preferred. C++ optional
• Ability to synthesize complex topics into easily digestible written commentary
• Strong communication skills, both written and verbal
• Exposure to securities and derivatives markets and investment processes with knowledge in mid-to-low frequency systematic strategies is preferred

Responsibilities

• Research and develop portfolio construction and optimization methods to maximize performance while controlling risk, drawdowns and trading cost
• Follow robust research and development procedures to reduce differences between simulated and actual performance
• Work collaboratively in a research team environment, using common development tools to facilitate robust implementation of research as well as production versions of trading systems
• Interact with other departments – technology, operations, trading, marketing, and accounting - to ensure current and proposed ideas are implemented, monitored and executed efficiently and accurately
• Regularly present findings and ideas to management and investment committee
• Complete other projects as requested by senior management
• Enhance the scalability and flexibility of portfolios to accommodate bespoke investment needs of clients

What This Job Offers

• Education Level: Master's degree