Quantitative Research Analyst, Smart Execution
Graham Capital Management, L.P. · Norwalk, CT · 2 wk ago
On-siteAnalyst$175k–$250k/yrFull-time
Responsibilities
- Develop and optimize proprietary execution strategies and intraday systematic strategies for Futures and FX
- Perform market microstructure research to develop trading signals and understand execution costs
- Understand, measure, and evaluate the performance of internal and broker execution algorithms
- Collaborate with other team members to implement execution and intraday strategies and proactively provide feedback and ideas for improving our systems and processes
Requirements
- MS or PhD in a quantitative field such as science, engineering, or finance
- 3+ years of related experience at a bank, asset management, hedge fund, or prop trading firm
- Successful track record of developing intraday alpha signals or execution algos in the Futures or FX space
- Experience working with tick/order book data, microstructure signals, analyzing large datasets, and developing predictive statistical models
- Advanced programming skills in languages suited for quantitative research and strategy implementation – preferably Python and C++
- Experience with execution algos and intraday systematic strategies preferred
- Exposure to machine learning and high-performance computing would be helpful in this role
- Experience with options trading algorithms is a plus