Quantitative Research Analyst New Norwalk, Connecticut, United States

Grahamcapital; Norwalk (CT); On-site; USD 165,000 - 241,000; Full time

Job summary

Join a forward-thinking firm as a Quantitative Research Analyst, where you'll develop and maintain cutting-edge systematic trading strategies. This role offers the opportunity to work with diverse data and utilize advanced statistical methods and machine learning techniques to enhance trading signals and optimize portfolio performance. You'll collaborate with a dynamic team, presenting your findings and ideas to management while contributing to a culture that values innovation and collaboration. If you're passionate about quantitative research and eager to make an impact in the financial markets, this position is perfect for you.

Qualifications

• Master's or PhD in a quantitative field is required.
• Experience with Python and MATLAB is essential.

Responsibilities

• Develop and maintain systematic trading strategies.
• Research and optimize trading signals for better performance.
• Collaborate with various departments to implement trading systems.

Skills

Probability and Statistics

Stochastic Processes

Signal Processing

Time-Series Analysis

Mathematical Optimization

Machine Learning

Python

MATLAB

Education

Master of Science in Physics, Mathematics or related field

PhD in Physics, Mathematics or related field

Job description

Graham Capital Management, L.P. ("GCM") manages assets on behalf of global pensions, sovereign wealth funds, endowments and foundations, investment management advisors and qualified individual investors. GCM manages quantitative and discretionary trading portfolios with a variety of return and volatility objectives, as well as blended portfolios that include a combination of quantitative and discretionary strategies. Strategies trade a broad range of markets spanning global interest rates, currencies, commodities and equities and are designed to produce attractive absolute and risk-adjusted returns with low correlation to traditional assets and other alternative strategies.

The foundation of GCM’s sustainability and success is the experience and effectiveness of its people. The firm cultivates talent, encourages the diversity of ideas, and respects the contributions of all. In turn, each employee shares in the responsibility of strengthening those around them. We recognize and respect the power of collaboration, and believe transparency and openness to new ideas leads to innovation.

Description

As a Quantitative Research Analyst, will develop, monitor and maintain GCM’s systematic trading strategies. Daily activities will include forming investment hypotheses, finding and processing data relevant to the trading ideas, building mathematical models using various statistical and machine learning methods, putting the models into production, automation, comparing actual returns vs. simulation and monitoring model performance, as well as adjusting trading models in response to changing market environments.

Responsibilities

• Research and develop methods to make existing trading signals more efficient, profitable and robust.
• Research and develop new trading signals that 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 cost.
• 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.

Requirements

• Master of Science degree in Physics, Mathematics or a related quantitative field and 2 years of experience in the job or a related position OR a PhD in Physics, Mathematics or a related quantitative field.
• Education, experience or training to include:
  • Probability and statistics, stochastic processes, signal processing, time-series analysis, mathematical optimization, and machine learning.
  • Translating academic ideas into code (Python, MATLAB).
  • Working on in-depth research projects in a collaborative data-drive research environment.

This role requires commuting into our Rowayton, CT office Mondays through Fridays.

Base Salary Range

The anticipated base salary range for this position is $165,000 to $241,000. 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.

Location: Graham Capital Management, L.P., 40 Highland Avenue, Rowayton, CT 06853

*** This job is eligible for the Employee Referral Program.

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