Quantitative Research Analyst - Smart Execution
Graham Capital Management, L.P.
Norwalk , CT
Posted 2 months ago
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Graham Capital Management, L.P. is seeking a Quantitative Research Analyst with a specialization in Smart Execution to join our Quantitative Strategies team. The role is an excellent opportunity for a quant researcher to diversify their experience and join a dynamic team in a high impact role.
- Optimize execution strategies for futures and FX
- Perform market microstructure research to develop trading signals and understand execution costs
- Develop and enhance our proprietary execution algorithms
- Understand, measure and evaluate the performance of internal and broker execution algorithms
- Collaborate with other team members to implement execution strategies and proactively provide feedback and ideas for improving our systems and processes
- MS or PhD in a quantitative field such as science, engineering, or finance
- 3+ years of related experience at a bank, asset management, or prop trading firm
- Successful track record of developing intraday alpha signals or execution algos in the futures or FX space
- Experience working with tick/order book data, analyzing large datasets, and developing predictive statistical models
- Advanced programming experience in languages suited for quantitative research preferably Python, C++ or Java
- Experience with broker execution algos preferred
- Exposure to machine learning and high performance computing would be helpful in this role
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.