Graham Capital Management, L.P. is seeking a Quantitative Research Analyst to research and develop ways to improve GCM's current portfolio construction process, aiming to maximize performance and competitiveness through advanced quantitative analysis, risk management, and portfolio optimization.
Requirements
- Advanced programming experience in languages suited for quantitative research and strategy implementation – Matlab is a requirement for this role. Python and/or R complementing Matlab are preferred. C++ optional
- A deep understanding of optimization theory and techniques is preferred
- Exposure to securities and derivatives markets and investment processes with knowledge in mid-to-low frequency systematic strategies is preferred
Responsibilities
- Research and develop portfolio construction and optimization methods to maximize performance while controlling risk, drawdowns and trading cost
- 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
- Enhance the scalability and flexibility of portfolios to accommodate bespoke investment needs of clients
Other
- MS or higher education in relevant quantitative field
- 1+ years related experience, with direct experience in portfolio construction
- 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.
