Quantitative Research Analyst, Portfolio Construction

Graham Capital Management, L.P.

Job Location:

Norwalk, CA - USA

Monthly Salary: $ 125000 - 225000

Posted on: 30+ days ago

Vacancies: 1 Vacancy

The job posting is outdated and position may be filled

Job Summary

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 to join our Quantitative Strategies team. The analyst will research and develop ways to improve GCMs current portfolio construction process. The analyst will maximize performance and competitiveness by utilizing advanced methods in quantitative analysis risk management and portfolio optimization.

Responsibilities

Research and develop portfolio construction and optimization methods to maximize performance while controlling risk drawdowns and trading cost
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
Enhance the scalability and flexibility of portfolios to accommodate bespoke investment needs of clients

Requirements

MS or higher education in relevant quantitative field
1 years related experience with direct experience in portfolio construction
A deep understanding of optimization theory and techniques is preferred
Advanced programming experience in languages suited for quantitative research and strategy implementation Matlab is a requirement for this and/or R complementing Matlab are preferred.C optional
Ability to synthesize complex topics into easily digestible written commentary
Strong communication skills both written and verbal
Exposure to securities and derivatives markets and investment processes with knowledge in mid-to-low frequency systematic strategies is preferred

This role requires commuting into our Rowayton CT office Mondays through Fridays.

Base Salary Range

The anticipated base salary range for this position is $125000 to $ anticipated range is based on information as of the time this post was generated and does not include any discretionary bonus or benefits (see eligibility below). The applicable annual 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. This wage range may be modified in the future.

In addition the employee who fills this role will be eligible for a discretionary annual bonus as well as a wide array of benefit programs such as medical and life insurance 401(K) plans and access to other healthcare programs.

Notes:

No amount of pay is considered to be wages or compensation until such amount is earned vested and determinable. The amount and availability of any bonus benefits or any other form of compensation that a particular employee may be eligible for remains in the Companys sole discretion unless and until paid and may be modified at Grahams sole discretion consistent with the law.

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: