Quantitative Research Analyst
Graham Capital Management, L.P.
Rowayton , CT 06853
Posted 7 days ago
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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 GCMs current trading systems while creating new systematic trading signals to complement and diversify the firms main strategies. The analyst will also maximize performance and competitiveness by utilizing advanced methods in quantitative analysis, risk management and portfolio optimization.
- 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
- MS or PhD in a quantitative field such as science, engineering, or finance
- Exposure to securities and derivatives markets and investment processes
- Strong programming, analytical, and quantitative skills
Our current hybrid work arrangement requires that all employees be fully vaccinated against Covid-19 and commute into our Rowayton, CT office Tuesdays through Thursdays, with the option to work remotely on Mondays and Fridays.