Quantitative Research Analyst

Responsibilities

• Research and develop methods to make existing trading signals more efficient, profitable and robust
• Research and develop new signals that complement and diversify production strategies
• 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
• Interact with technology, operations, trading, marketing, and accounting departments
• Regularly present findings and ideas to management and investment committee

Requirements

• PhD or MS in a quantitative field
• 2+ years related experience in systematic trading on the buy side
• Experience targeting futures and FX, sovereign credit, options, or OTC markets
• Advanced programming experience in quantitative research languages
• Strong written and verbal communication skills

About the Company

Graham Capital Management, L.P. is an alternative investment manager specializing in discretionary and quantitative macro strategies, dedicated to delivering strong, uncorrelated returns across a wide range of market environments.