Quantitative Research Analyst

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 GCM’s 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 role. Python 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 $125,000 to $225,000. 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 Company's sole discretion unless and until paid and may be modified at Graham’s 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.