Quantitative Research Analyst

Quantitative Research AnalystGraham Capital Management, L.P. is seeking a Quantitative Research Analyst to join our Quantitative Strategies team, and report into a Quantitative Research Manager. The individual will research and develop ways to improve GCM's current trading systems while creating new systematic trading signals to complement and diversify the firm's main strategies.

The individual will maximize performance and competitiveness by utilizing advanced methods in quantitative analysis, risk management and portfolio optimization.ResponsibilitiesResearch and develop methods to make existing trading signals more efficient, profitable and robustResearch and develop new signals that complement and diversify production strategies in terms of style, source of alpha and markets tradedResearch and develop portfolio construction and optimization methods to maximize performance while controlling risk, drawdowns and trading costEnhance the scalability and flexibility of portfolios to accommodate bespoke investment needs of clientsFollow robust research and development procedures to reduce differences between simulated and actual performanceWork collaboratively in a research team environment, using common development tools to facilitate robust implementation of research as well as production versions of trading systemsInteract with other departments – technology, operations, trading, marketing, and accounting - to ensure current and proposed ideas are implemented, monitored and executed efficiently and accuratelyRegularly present findings and ideas to management and investment committeeComplete other projects as requested by senior managementRequirementsPhD or MS in a quantitative field2+ years related experience in systematic trading on the buy side, primarily targeting futures and FX, but also open to sovereign credit, options, and OTC markets. Knowledge in short-term/intraday systematic trading strategies is desiredAdvanced programming experience in languages suited for quantitative research and strategy implementationAbility to synthesize complex topics into easily digestible written commentaryStrong communication skills – both written and verbalThis 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 RangeThe anticipated base salary range for this position is $200,000 to $275,000. 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.