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. The applicable annual base 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.

Base salary or rate does not include other forms of compensation or benefits offered in connection with the advertised role.

GCM 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.

Quantitative Research Analyst, Portfolio Construction