Quantitative Research Analyst - Smart Execution

Graham Capital Management, L.P. Norwalk , CT

Posted 2 months ago

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.

Responsibilities

  • 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

Requirements

  • 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.

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