Quantitative Research Analyst

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

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 Python and C++

Preferred Qualifications

• Experience with execution algos and intraday systematic strategies
• Exposure to machine learning and high-performance computing
• Experience with options trading algorithms

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.