Graham Capital Management
Quantitative Research Analyst
$200K–$275K
London, England, United Kingdom +4 · Full-time · Posted Aug 26, 2022
- Location
- London, England, United Kingdom
New York, New York, United States
Norwalk, Connecticut, United States
West Palm Beach, Florida, United States
Norwalk, Connecticut, United States - Experience
- 2+ years related buy-side systematic trading experience.
- Education
- PhD or MS in a quantitative field.
About the job
Researches and improves systematic trading signals and portfolio methods to strengthen Graham’s quantitative strategies while controlling risk and trading costs.
What you'll do
- Improve existing signals and develop new signals that diversify production strategies across styles, alpha sources, and markets.
- Develop portfolio construction and optimization methods to balance performance, risk, drawdowns, and trading costs.
- Follow robust research and implementation procedures; collaborate across teams and present findings to management and the investment committee.
What they ask for
- PhD or MS in a quantitative field.
- 2+ years of related buy-side experience in systematic trading.
- Advanced programming experience in languages suited for quantitative research and strategy implementation.
- Strong written and verbal communication, including the ability to explain complex topics clearly.
Nice to have
- Knowledge of short-term/intraday systematic trading strategies.
- Experience targeting futures and FX; the posting is also open to sovereign credit, options, and OTC markets.
Pay
$200,000 to $275,000 USD (base salary)
Model-written summary · the original posting is authoritative