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
Graham Capital Management, L.P. (Rowayton, CT) is seeking a Senior Quantitative Execution Analyst to join our Quantitative Strategies team. The analyst will research and develop ways to improve GCM’s current execution strategies while creating new algorithms to complement the firm’s existing execution strategies.
Responsibilities
- Optimize execution strategies for futures and FX
- Perform market microstructure research to develop trading signals and understand execution costs
- Develop and enhance our proprietary execution algorithms
- Understand, measure and evaluate the performance of internal and broker execution algorithms
- Collaborate with other team members to implement execution strategies and proactively provide feedback and ideas for improving our systems and processes
- 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’s degree in a quantitative field such as science, engineering, finance or related
- 3+ years of experience at a bank, asset management, or prop trading firm
- Experience using stochastic processes, optimization techniques, computational probability, machine learning, big data analysis, C#, Java and Python
- Experience performing quantitative research and developing both statistical and structural models using market- based and economic data for global currency, equity, fixed income, and commodity markets
- Experience researching and developing optimal trade scheduling and limit order placement strategies
- Experience researching and developing proprietary datasets for all asset classes, using advanced mathematical techniques
- Experience providing analysis and reporting on market microstructure models of global markets.
This role requires commuting into our Rowayton, CT office Mondays through Fridays.
Base Salary Range
The anticipated base salary range for this position is $253,000 to $253,000. 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
APPLY: On our website at: grahamcapital.com/careers or send resume to [email protected] (Reference Job Code: 8663768).
*** This job is eligible for the Employee Referral Program.
Top Skills
What We Do
Who We Are & What We Do:
Graham Capital Management, L.P. (“Graham”) is an alternative investment firm focused on innovative quantitative and discretionary investment solutions. The Firm was founded in 1994 by Kenneth G. Tropin and, as of January 1, 2022, has more than $15 billion in assets managed on behalf of global pensions, sovereign wealth funds, endowments and foundations, investment management advisors and qualified individual investors.
Culture:
We believe that our greatest asset is the collective intelligence, ingenuity and integrity of our employees. Collaboration, innovation, and integrity contribute to the quality of life that is a cornerstone of the firm’s culture.
Careers:
Graham hires on an opportunistic basis and is interested in seeing high quality talent across various fields of expertise. Please visit Graham’s website, www.grahamcapital.com, for more information on the firm and open positions.
Key Employment Factors include:
-Competitive Salary + Bonus: We seek to offer employees competitive compensative packages that acknowledge and reward individuals for outstanding performance.
-Collegial Work Environment: Graham promotes collaboration across multiple disciplines and is committed to building a diverse, highly talented team.
-Opportunities to Advance: Potential for individuals to develop and learn, growing their careers over time.
-Location: Headquartered on a beautiful campus in Rowayton, CT with easy commute to New York City and walking distance to CT beaches and restaurants.
-Full Suite of Benefits: Including Comprehensive Health Insurance, Vision and Dental Insurance, Paid Vacation, 401K and Educational Assistance.
-Work-Life Balance: In-house dining and fitness facilities, happy hours, recreational activities.
