Quantitative Research Analyst

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

93d•$200,000 - $275,000•Onsite

About The Position

Graham Capital Management, L.P. is seeking a Quantitative Research Analyst to join our Quantitative Strategies team, and report into a Quantitative Research Manager. The individual will research and develop ways to improve GCM’s current trading systems while creating new systematic trading signals to complement and diversify the firm’s main strategies. The individual will maximize performance and competitiveness by utilizing advanced methods in quantitative analysis, risk management and portfolio optimization.

Requirements

PhD or MS in a quantitative field
2+ years related experience in systematic futures and/or FX trading on the buy side
Exposure to securities and derivatives markets and investment processes with knowledge in mid-to-low frequency systematic strategies
Advanced programming experience in languages suited for quantitative research and strategy implementation
Ability to synthesize complex topics into easily digestible written commentary
Strong communication skills – both written and verbal
This role requires commuting into one of our offices Mondays through Fridays. We have offices in Rowayton, CT, New York, NY, West Palm Beach, FL, and London, UK. Please note that our central Quantitative Research team sits out of Rowayton, CT.

Responsibilities

Research and develop methods to make existing trading signals more efficient, profitable and robust
Research and develop new signals that trade futures and FX markets that complement and diversify production strategies in terms of style, source of alpha and markets traded
Research and develop portfolio construction and optimization methods to maximize performance while controlling risk, drawdowns and trading cost
Enhance the scalability and flexibility of portfolios to accommodate bespoke investment needs of clients
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