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Quantitative Research Analyst - Smart Execution

Graham Capital Management, L.P.Norwalk, Connecticut, United States
On-site Full-time $175K/yr - $250K/yr

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Experience

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Key ResponsibilitiesDesign and enhance proprietary execution strategies and intraday systematic strategies tailored for Futures and FX markets. Conduct market microstructure research to formulate trading signals and assess execution costs. Analyze and evaluate the performance of internal and broker execution algorithms. Work collaboratively with team members to implement execution and intraday strategies, providing constructive feedback and innovative ideas for system and process improvements. RequirementsMaster's or PhD in a quantitative discipline such as science, engineering, or finance. A minimum of 3 years of relevant experience in banking, asset management, hedge funds, or proprietary trading firms. Proven track record of developing intraday alpha signals or execution algorithms within the Futures or FX domains. Experience with tick/order book data, market analysis, and statistical modeling techniques.

About the job

Graham Capital Management, L. P. ("Graham") is a prestigious alternative investment manager established in 1994 by Kenneth G. Tropin. With a focus on both discretionary and quantitative macro strategies, Graham is committed to generating robust, uncorrelated returns across diverse market conditions. As one of the industry's longest-established global macro and trend-following managers, Graham continually innovates, adapting its strategies through a comprehensive investment, technology, and operational framework. The firm leverages the synergy between its discretionary and quantitative trading operations to deliver an extensive suite of complementary alpha strategies, grounded in meticulous portfolio construction, proactive risk management, and intentional diversification. Graham significantly invests its proprietary capital alongside its clients, which include global institutions, endowments, foundations, family offices, sovereign wealth funds, investment management advisors, and qualified individual investors, thus reinforcing the alignment of interests across all strategies.

The cornerstone of Graham's sustainability and success lies in the expertise and contributions of its team. The firm strives to cultivate talent, promote diverse perspectives, and appreciate the contributions of all its employees. Consequently, every team member shares the responsibility of enhancing the environment for their colleagues.

Job Overview

We are looking for a skilled Quantitative Research Analyst with a focus on Smart Execution and intraday trading signals to join our dynamic Quantitative Strategies team at Graham Capital Management, L. P. This position offers an exceptional opportunity for a quantitative researcher to broaden their expertise and engage in a high-impact role within a collaborative environment.

About Graham Capital Management, L.P.

Graham Capital Management, L. P. stands out as a leader in alternative investment management, driven by innovation and a commitment to achieving exceptional returns for its clients. With a strong emphasis on quantitative strategies and a collaborative team culture, Graham fosters a dynamic environment where employees can thrive and contribute to the firm's ongoing success.

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