Quantitative Research Analyst - Smart Execution
Quantitative Research Analyst - Smart Execution
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$ 175000 - 250000
1 Vacancy
Job Description
Graham Capital Management L.P. (Graham) is an alternative investment manager founded in 1994 by Kenneth G. Tropin. Specializing in discretionary and quantitative macro strategies Graham is dedicated to delivering strong uncorrelated returns across a wide range of market environments. As one of the industrys longest-standing global macro and trend-following managers Graham remains committed to innovation evolving its strategies through a robust investment technology and operational infrastructure. Graham harnesses the synergies between its discretionary and quantitative trading businesses to offer a broad suite of complementary alpha strategies each built on the principles of thoughtful portfolio construction active risk management and diversification by design. Graham invests significant proprietary capital alongside its clients including global institutions endowments foundations family offices sovereign wealth funds investment management advisors and qualified individual investors reinforcing alignment of interests across all strategies.
The foundation of Grahams sustainability and success is the experience and contributions of its people. The firm seeks to cultivate talent encourage the diversity of ideas and respect the contributions of turn each employee shares in the responsibility of strengthening those around them.
Graham Capital Management L.P. (Graham) is an alternative investment manager founded in 1994 by Kenneth G. Tropin. Specializing in discretionary and quantitative macro strategies Graham is dedicated to delivering strong uncorrelated returns across a wide range of market environments. As one of the industrys longest-standing global macro and trend-following managers Graham remains committed to innovation evolving its strategies through a robust investment technology and operational infrastructure. Graham harnesses the synergies between its discretionary and quantitative trading businesses to offer a broad suite of complementary alpha strategies each built on the principles of thoughtful portfolio construction active risk management and diversification by design. Graham invests significant proprietary capital alongside its clients including global institutions endowments foundations family offices sovereign wealth funds investment management advisors and qualified individual investors reinforcing alignment of interests across all strategies.
The foundation of Grahams sustainability and success is the experience and contributions of its people. The firm seeks to cultivate talent encourage the diversity of ideas and respect the contributions of turn each employee shares in the responsibility of strengthening those around them.
Description
Graham Capital Management L.P. is seeking a Quantitative Research Analyst with a specialization in Smart Execution and intraday trading signals to join our Quantitative Strategies team. The role is an excellent opportunity for a quantitative researcher to diversify their experience and join a dynamic team in a high-impact role.
Responsibilities
- Develop and optimize proprietary execution strategies and intraday systematic strategies for Futures and FX
- Perform market microstructure research to develop trading signals and understand execution costs
- Understand measure and evaluate the performance of internal and broker execution algorithms
- Collaborate with other team members to implement execution and intraday 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 hedge fund 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 microstructure signals analyzing large datasets and developing predictive statistical models
- Advanced programming skills in languages suited for quantitative research and strategy implementation preferably Python and C
- Experience with execution algos and intraday systematic strategies preferred
- Exposure to machine learning and high-performance computing would be helpful in this role
This role requires commuting into our Rowayton CT office Mondays through Fridays.
Base Salary Range
The anticipated base salary range for this position is $175000 to $250000. The anticipated range is based on information as of the time this post was generated. The applicable annual base salary or hourly rate paid to a successful applicant will be determined based on multiple factors including without limitation the nature and extent of prior experience skills and qualifications.
Base salary or rate does not include other forms of compensation or benefits offered in connection with the advertised role.
Graham is committed to providing equal employment opportunity to all employees and applicants for employment without regard to their race color religious creed gender age national origin ancestry alienage citizenship status handicap disability marital status sexual orientation gender identity pregnancy childbirth or other related conditions military status genetic information or any other personal characteristics protected by applicable law. This policy applies to all terms and conditions of employment including hiring placement promotion layoff termination transfer leave of absence and compensation.
Required Experience:
IC
Employment Type
Full Time
