Senior Quantitative Research Analyst

Graham Capital Management, L.P. Rowayton , CT 06853

Posted 2 weeks ago

Research and develop ways to improve GCMs current trading systems and create new systematic trading signals to complement and diversify the firms main strategies. Maximize performance and competitiveness by utilizing advanced methods in quantitative analysis, risk management and portfolio optimization.

Key Responsibilities:
  • 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.

Requirements

PhD or MS degree in a quantitative field with 5+ years related experience. Background in the asset management industry with extensive knowledge in mid-to-low frequency systematic strategies. Advanced programming experience in languages suited for quantitative design.

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