Quantitative Research Developer – Futures & FX Signals

Graham Capital Management, L.P.

West Palm Beach (FL)

On-site

USD 200,000 - 275,000

Full time

14 days+

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Benefits offered by this job

Medical and life insurance

401(k) plans

Paid vacation and sick leave

Job summary

Graham Capital Management, L.P. seeks a Quantitative Research Developer to join our Quantitative Strategies team in West Palm Beach, FL. You will research and develop new trading signals and improve the existing code base for futures and FX markets.

The role requires a PhD or MS in a quantitative field and 2+ years of related experience, with advanced programming in Python and/or MATLAB. A base salary range of $200,000–$275,000 is offered along with a discretionary bonus and comprehensive

Qualifications

PhD or MS in a quantitative field.
2+ years related experience in systematic futures and/or FX trading on the buy side.
Advanced programming experience in languages suited for quantitative research – Python and/or MATLAB preferred.
Ability to synthesize complex topics into easily digestible written commentary.
Strong communication skills – both written and verbal.

Responsibilities

Create production code for new trading signals
Ensure the efficiency and accuracy of existing production code
Research and develop methods to make existing trading signals more efficient, profitable and robust
Research and develop new signals that trade futures and FX markets that complement and diversify production strategies in terms of style, source of alpha and markets traded
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