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. P. is seeking a Quantitative Research Manager to join our Quantitative Strategies team, and report directly into our Chief Investment Officer of Quantitative Strategies.

The individual will research and develop ways to improve GCM’s current trading systems while creating 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, risk management and portfolio optimization. In addition to leading collaborative team research efforts, this individual will also have the opportunity to manage their own alpha generating portfolio.

Responsibilities

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 Research and develop portfolio construction and optimization methods to maximize performance while controlling risk, drawdowns and trading cost Enhance the scalability and flexibility of portfolios to accommodate bespoke investment needs of clients 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 7+ years related experience in systematic trading on the buy side, primarily targeting futures and FX, but also open to sovereign credit, options, and OTC markets. Knowledge in short-term/intraday systematic trading strategies is desired Advanced programming experience in languages suited for quantitative research and strategy implementation Ability to synthesize complex topics into easily digestible written commentary Strong communication skills – both written and verbal Experience managing a team of quantitative researchers is a plus This role requires commuting into one of our offices Mondays through Fridays.