Quantitative Research Manager

London, England, United Kingdom; New York, New York, United States; Norwalk, Connecticut, United States; West Palm Beach, Florida, United States. Posted 13 months ago

The role

The Quantitative Research Manager will research and develop ways to improve trading systems and create new systematic trading signals. This person will utilize advanced methods in quantitative analysis, risk management, and portfolio optimization while leading collaborative research efforts and managing an alpha generating portfolio.

What you will do

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
Research and develop portfolio construction and optimization methods
Enhance the scalability and flexibility of portfolios
Follow robust research and development procedures
Work collaboratively in a research team environment
Interact with other departments to ensure ideas are implemented, monitored and executed
Regularly present findings and ideas to management and investment committee
Complete other projects as requested by senior management

Required qualifications

PhD or MS in a quantitative field
7+ years related experience in systematic trading on the buy side, primarily targeting futures and FX, but also open to sovereign credit, options, and OTC markets
Advanced programming experience in languages suited for quantitative research and strategy implementation
Ability to synthesize complex topics into easily digestible written commentary
Strong communication skills – both written and verbal

Nice to have

Knowledge in short-term/intraday systematic trading strategies
Experience managing a team of quantitative researchers

Benefits

Discretionary annual bonus
Medical insurance
Life insurance
401(K) plans
Healthcare programs
Dental insurance
Vision insurance
Disability insurance
Spending accounts (HSA and FSA)
Profit contribution retirement plan
Paid vacation
Sick leave

About the company

Graham Capital Management, L.P. is an alternative investment manager founded in 1994. It specializes in discretionary and quantitative macro strategies.