Quantitative Research Analyst

Graham Capital Management, L.P. ("GCM") manages assets on behalf of global pensions, sovereign wealth funds, endowments and foundations, investment management advisors and qualified individual investors. GCM manages quantitative and discretionary trading portfolios with a variety of return and volatility objectives, as well as blended portfolios that include a combination of quantitative and discretionary strategies. Strategies trade a broad range of markets spanning global interest rates, currencies, commodities and equities and are designed to produce attractive absolute and risk-adjusted returns with low correlation to traditional assets and other alternative strategies.

The foundation of GCM’s sustainability and success is the experience and effectiveness of its people. The firm cultivates talent, encourages the diversity of ideas, and respects the contributions of all. In turn, each employee shares in the responsibility of strengthening those around them. We recognize and respect the power of collaboration, and believe transparency and openness to new ideas leads to innovation.

Description

Graham Capital Management, L.P. is seeking a Quantitative Research Analyst to join our Quantitative Strategies team. The analyst 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 analyst will also maximize performance and competitiveness by utilizing advanced methods in quantitative analysis, risk management and portfolio optimization.

Responsibilities

• Research and develop methods to make existing trading signals more efficient, profitable and robust
• Research and develop new trading signals 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

Requirements

• MS or PhD in a quantitative field such as science, engineering, or finance
• 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 design
• Ability to synthesize complex topics into easily digestible written commentary
• Strong communication skills – both written and verbal

Our current hybrid work arrangement requires that all employees commute into our Rowayton, CT office Mondays through Thursdays, with the option to work remotely on Fridays.

Base Salary Range

The anticipated base salary range for this position is $120,000 to $250,000.  The anticipated range is based on information as of the time this post was generated.  The applicable annual base salary or hourly rate paid to a successful applicant will be determined based on multiple factors, including without limitation the nature and extent of prior experience, skills, and qualifications. 

Base salary or rate does not include other forms of compensation or benefits offered in connection with the advertised role. 

GCM is committed to providing equal employment opportunity to all employees and applicants for employment without regard to their race, color, religious creed, gender, age, national origin, ancestry, alienage, citizenship status, handicap, disability, marital status, sexual orientation, gender identity, pregnancy, childbirth or other related conditions, military status, genetic information, or any other personal characteristics protected by applicable law. This policy applies to all terms and conditions of employment, including hiring, placement, promotion, layoff, termination, transfer, leave of absence and compensation.