Quantitative Research Developer
Graham Capital Management, L.P.9 hours ago
West Palm Beach, FL, USAMid Level
H1B sponsor
Base Salary
$200k - $275k/yr
Responsibilities
- Create production code for new trading signals.
- Improve the efficiency and accuracy of existing production code.
- Research and develop more efficient, profitable, and robust trading signals.
- Develop new signals for futures and FX markets that complement and diversify production strategies.
- Follow research and development procedures to reduce differences between simulated and actual performance.
- Use common development tools to implement research and production versions of trading systems robustly.
- Collaborate with technology, operations, trading, marketing, and accounting teams to ensure ideas are implemented, monitored, and executed accurately.
- Present findings and ideas to management and the investment committee.
- Complete additional projects requested by senior management.
Requirements
- PhD or MS in a quantitative field.
- At least 2 years of related experience in systematic futures and/or FX trading on the buy side.
- Exposure to securities and derivatives markets and investment processes, including mid-to-low frequency systematic strategies.
- Advanced programming experience in languages suited to quantitative research and strategy implementation, with Python and/or MATLAB preferred.
- Ability to synthesize complex topics into clear written commentary.
- Strong written and verbal communication skills.
Benefits
- Discretionary annual bonus eligibility.
- Medical, dental, vision, life, disability, and other healthcare insurance programs for eligible full-time U.S. employees.
- 401(k) plans and a profit contribution retirement plan.
- Voluntary benefits including HSA and FSA spending accounts.
- Paid vacation and sick leave.
- Required commuting to the West Palm Beach, Florida office Monday through Friday.
About Graham Capital Management, L.P.
Graham Capital Management, L.P. is a privately held alternative investment manager that develops quantitative and discretionary global macro, trend-following, and multi-strategy programs for institutional and qualified investors. The firm manages approximately $20 billion in client assets and proprietary capital, earning management and performance fees. Founded in 1994 by Kenneth G. Tropin, Graham is headquartered in Rowayton, Connecticut, and serves global pensions, sovereign wealth funds, endowments, family offices, and advisors.