Quantitative Research Analyst Portfolio Construction

Graham Capital Company
US - Connecticut - Norwalk
June 28, 2024

Description

Graham Capital Management, L.P.
is seeking a Quantitative Research Analyst to join our Quantitative Strategies team.
The analyst will research and develop ways to improve GCMs current portfolio construction process.
The analyst will also maximize performance and competitiveness by utilizing advanced methods in quantitative analysis, risk management and portfolio optimization.

Responsibilities

Research and develop portfolio construction and optimization methods to maximize performance while controlling risk, drawdowns and trading cost
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
Enhance the scalability and flexibility of portfolios to accommodate bespoke investment needs of clients

Requirements

MS or PhD in mathematics or related field
1+ years related experience, with direct experience in portfolio construction desired
Advanced programming experience in languages suited for quantitative design
Ability to synthesize complex topics into easily digestible written commentary
Strong communication skills, both written and verbal
(Preferred) Exposure to securities and derivatives markets and investment processes with knowledge in mid-to-low frequency systematic strategies

Our current hybrid work arrangement requires that all employees commute into our Rowayton, CT office Mondays through Thursdays, with the option to work remotely on Fridays.

Base Salary Range

The anticipated base salary range for this position is $125,000 to $225,000.
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.

Read the full job description and apply online on the recuiter's web-site

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