Quantitative Research Developer

Description

Graham is seeking a Quantitative Research Developer to join our Quantitative Strategies team. The individual will research and develop ways to improve Graham’s current trading code base and create new systematic trading signals to complement and diversify the firm’s main strategies. The individual will maximize performance and competitiveness by utilizing advanced methods in quantitative analysis and software development.

Responsibilities

• Create production code for new trading signals
• Ensure the efficiency and accuracy of existing production code
• 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 that complement and diversify production strategies in terms of style, source of alpha and markets traded
• 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

Requirements

• PhD or MS in a quantitative field
• 2+ years related experience in systematic futures and/or FX trading on the buy side
• Exposure to securities and derivatives markets and investment processes with knowledge in mid-to-low frequency systematic strategies
• Advanced programming experience in languages suited for quantitative research and strategy implementation – python and/or MATLAB preferred
• Ability to synthesize complex topics into easily digestible written commentary
• Strong communication skills – both written and verbal

This role requires commuting into our West Palm Beach, FL office Mondays through Fridays. Please note that our central Quantitative Research team sits out of Rowayton, CT but the manager for this new hire will be based out of West Palm Beach, FL.