Quantitative Research Developer

Graham Capital Management, L.P.•West Palm Beach, FL

10h•$200,000 - $275,000•Onsite

About The Position

Graham Capital Management, L.P. is seeking a Quantitative Research Developer to join their Quantitative Strategies team. This role involves researching and developing improvements to the firm's current trading codebase and creating new systematic trading signals to complement and diversify the firm's main strategies. The objective is to maximize performance and competitiveness through advanced quantitative analysis and software development.

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 – python and/or MATLAB preferred
Ability to synthesize complex topics into easily digestible written commentary
Strong communication skills – both written and verbal
This role requires commuting into our West Palm Beach, FL office Mondays through Fridays.

Responsibilities

Create production code for new trading signals
Ensure the efficiency and accuracy of existing production code
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
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