Quantitative Research Analyst, Smart Execution

About the role

Graham Capital Management, L.P. is seeking a Quantitative Research Analyst with a specialization in Smart Execution and intraday trading signals to join our Quantitative Strategies team. The role is an excellent opportunity for a quantitative researcher to diversify their experience and join a dynamic team in a high-impact role.

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
• This role requires commuting into our Rowayton CT office Mondays through Fridays.
• Base Salary Range
• In addition, the employee who fills this role will be eligible for a discretionary annual bonus, as well as a wide array of benefit programs, such as medical and life insurance, 401(K) plans, and access to other healthcare programs.
• Notes:

Benefits

Additional Information

Graham Capital Management, L.P. (collectively with its affiliates, "Graham") is an alternative investment manager founded in 1994 by Kenneth G. Tropin. Specializing in discretionary and quantitative macro strategies, Graham is dedicated to delivering strong, uncorrelated returns across a wide range of market environments. As one of the industry's longest-standing global macro and trend-following managers, Graham remains committed to innovation, evolving its strategies through a robust investment, technology, and operational infrastructure. Graham harnesses the synergies between its discretionary and quantitative trading businesses to offer a broad suite of complementary alpha strategies, each built on the principles of thoughtful portfolio construction, active risk management, and diversification by design. Graham invests significant proprietary capital alongside its clients - including global institutions, endowments, foundations, family offices, sovereign wealth funds, investment management advisors, and qualified individual investors - reinforcing alignment of interests across all strategies. The foundation of Graham's sustainability and success is the experience and contributions of its people. The firm seeks to cultivate talent, encourage the diversity of ideas, and respect the contributions of all. In turn, each employee shares in the responsibility of strengthening those around them.

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