Graham Capital Management, L.P.
Quantitative Research Manager
Graham Capital Management, L.P., Norwalk, Connecticut, us, 06860
Overview
Graham Capital Management, L.P. is seeking a Quantitative Research Manager to join our Quantitative Strategies team, reporting directly to our Chief Investment Officer of Quantitative Strategies. The individual will research and develop ways to improve Graham's current trading systems while creating new systematic trading signals to complement and diversify the firm's main strategies. The role aims to maximize performance and competitiveness by utilizing advanced methods in quantitative analysis, risk management and portfolio optimization. In addition to leading collaborative team research efforts, this individual will 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 to 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 costs 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 Qualifications
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. Compensation and Benefits
The anticipated base salary range for this position is $250,000 to $300,000. This range is based on information as of the time the post was generated and does not include discretionary bonuses or benefits. The actual wage will be determined based on factors including experience, skills, and qualifications and may be modified in the future. The role is eligible for a discretionary annual bonus and a broad range of benefits, including medical and life insurance, 401(k) plans, and other healthcare programs. Notes: No amount of pay is considered wages or compensation until earned, vested, and determinable. Bonus, benefits, or other compensation are at Graham's sole discretion and may be modified at any time in compliance with applicable law. Graham is committed to providing equal employment opportunity to all employees and applicants without regard to 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 characteristic protected by law. This policy applies to all terms and conditions of employment, including hiring, placement, promotion, layoff, termination, transfer, leave of absence and compensation. Location
Offices in Rowayton, CT; New York, NY; West Palm Beach, FL; London, UK.
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Graham Capital Management, L.P. is seeking a Quantitative Research Manager to join our Quantitative Strategies team, reporting directly to our Chief Investment Officer of Quantitative Strategies. The individual will research and develop ways to improve Graham's current trading systems while creating new systematic trading signals to complement and diversify the firm's main strategies. The role aims to maximize performance and competitiveness by utilizing advanced methods in quantitative analysis, risk management and portfolio optimization. In addition to leading collaborative team research efforts, this individual will 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 to 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 costs 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 Qualifications
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. Compensation and Benefits
The anticipated base salary range for this position is $250,000 to $300,000. This range is based on information as of the time the post was generated and does not include discretionary bonuses or benefits. The actual wage will be determined based on factors including experience, skills, and qualifications and may be modified in the future. The role is eligible for a discretionary annual bonus and a broad range of benefits, including medical and life insurance, 401(k) plans, and other healthcare programs. Notes: No amount of pay is considered wages or compensation until earned, vested, and determinable. Bonus, benefits, or other compensation are at Graham's sole discretion and may be modified at any time in compliance with applicable law. Graham is committed to providing equal employment opportunity to all employees and applicants without regard to 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 characteristic protected by law. This policy applies to all terms and conditions of employment, including hiring, placement, promotion, layoff, termination, transfer, leave of absence and compensation. Location
Offices in Rowayton, CT; New York, NY; West Palm Beach, FL; London, UK.
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