Quantitative Research Analyst, Smart Execution

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

5d•$175,000 - $250,000•Onsite

About The Position

Graham Capital Management, L.P. is seeking a Quantitative Research Analyst with a specialization in Smart Execution and intraday trading signals to join our Quantitative Strategies team. The role is an excellent opportunity for a quantitative researcher to diversify their experience and join a dynamic team in a high-impact role.

Requirements

MS or PhD in a quantitative field such as science, engineering, or finance
3+ years of related experience at a bank, asset management, hedge fund, or prop trading firm
Successful track record of developing intraday alpha signals or execution algos in the Futures or FX space
Experience working with tick/order book data, microstructure signals, analyzing large datasets, and developing predictive statistical models
Advanced programming skills in languages suited for quantitative research and strategy implementation – preferably Python and C++

Nice To Haves

Experience with execution algos and intraday systematic strategies preferred
Exposure to machine learning and high-performance computing would be helpful in this role
Experience with options trading algorithms is a plus

Responsibilities

Develop and optimize proprietary execution strategies and intraday systematic strategies for Futures and FX
Perform market microstructure research to develop trading signals and understand execution costs
Understand, measure, and evaluate the performance of internal and broker execution algorithms
Collaborate with other team members to implement execution and intraday strategies and proactively provide feedback and ideas for improving our systems and processes