Quantitative Research Manager

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 to 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 to ensure efficient implementation
• Regularly present findings and ideas to management and investment committee

Requirements

• PhD or MS in a quantitative field
• 7+ years related experience in systematic trading on the buy side, primarily targeting futures and FX
• Advanced programming experience in languages suited for quantitative research and strategy implementation
• Ability to synthesize complex topics into easily digestible written commentary
• Strong written and verbal communication skills

Preferred Qualifications

• Knowledge in short-term/intraday systematic trading strategies
• Experience managing a team of quantitative researchers

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.