Graham Capital Management, L.P. is looking to improve its current trading systems and create new systematic trading signals to complement and diversify the firm's main strategies, maximizing performance and competitiveness through advanced quantitative analysis, risk management, and portfolio optimization.
Requirements
- PhD or MS in a quantitative field
- 7+ years related experience in systematic futures and/or FX trading on the buy side
- 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 research and strategy implementation
- Experience managing a team of quantitative researchers is a plus
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 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
- Ability to synthesize complex topics into easily digestible written commentary
- Strong communication skills – both written and verbal
- This role requires commuting into one of our offices Mondays through Fridays.
- Regularly present findings and ideas to management and investment committee
- Complete other projects as requested by senior management
