Quantitative Research Manager

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 Manager to join our Quantitative Strategies team and report directly into our Chief Investment Officer of Quantitative Strategies. The individual will research and develop ways to improve GCMs current trading systems while creating new systematic trading signals to complement and diversify the firms main strategies. The individual will maximize performance and competitiveness by utilizing advanced methods in quantitative analysis risk management and portfolio addition to leading collaborative team research efforts this individual will also have the opportunity to manage their own alpha generating portfolio.

Responsibilities

• Research and develop methods to make existing trading signals more efficient profitable and robust
• Research and develop new signals that trade futures and FX markets 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 in a quantitative field
• 7 years related experience in systematic futures and/or FX trading on the buy side
• Exposure to securities and derivatives markets and investment processes with knowledge in mid-to-low frequency systematic strategies
• Advanced programming experience in languages suited for quantitative research and strategy implementation
• Ability to synthesize complex topics into easily digestible written commentary
• Strong communication skills both written and verbal
• Experience managing a team of quantitative researchers is a plus

This role requires commuting into one of our offices Mondays through Fridays. We have offices in Rowayton CT New York NY West Palm Beach FL and London UK. Please note that our central Quantitative Research team sits out of Rowayton CT.

Base Salary Range

The anticipated base salary range for this position is $250000 to $300000. The 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.