Graham Capital Management is looking to develop, monitor, and maintain systematic trading strategies by hiring a Quantitative Research Analyst to enhance existing strategies and create new ones, optimize portfolios, and ensure performance alignment between simulations and actual trading.
Requirements
- Probability and statistics, stochastic processes, signal processing, time-series analysis, mathematical optimization, and machine learning.
- Translating academic ideas into code (Python, MATLAB).
- Working on in-depth research projects in a collaborative data-drive research environment.
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
- Master of Science degree in Physics, Mathematics or a related quantitative field and 2 years of experience in the job or a related position OR a PhD in Physics, Mathematics or a related quantitative field.
- This role requires commuting into our Rowayton, Connecticut office Mondays through Fridays, 5 days per week.
- Regularly present findings and ideas to management and investment committee.
