Graham Capital Management, L.P. is seeking a Quantitative Research Analyst to 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.
Requirements
- Advanced programming experience in languages suited for quantitative design
- Exposure to securities and derivatives markets and investment processes with knowledge in mid-to-low frequency systematic strategies
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
Other
- MS or PhD in a quantitative field such as science, engineering, or finance
- 3+ years related experience
- Ability to synthesize complex topics into easily digestible written commentary
- Strong communication skills – both written and verbal
- This role requires commuting into our Rowayton, CT office Mondays through Fridays.
