Quant jobs / Graham Capital Management

Quantitative Research Developer

A hybrid research and development role in the quantitative strategies team of a global macro fund. You write production code for new signals and improve existing ones in futures and FX.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Turn new signals into production-quality code
Check the accuracy and efficiency of live trading code
Research improvements to existing futures and FX signals
Keep simulated and live results aligned through careful procedure

What they ask for

Required

PhD or MS in a quantitative field
2+ years of systematic futures or FX trading on the buy side
Knowledge of mid-to-low frequency strategies
Advanced programming, with Python or MATLAB preferred
Clear written and spoken communication

Education: PhD or MS in a quantitative field
Experience: 2+ years in systematic futures and/or FX trading on the buy side
Languages and tools: Python
MATLAB
Markets: futures, fx

How to prepare

Implement a futures signal in clean, tested Python
Compare back-test and live-style results to find hidden biases
Study futures roll and FX carry mechanics
Practise code review habits for research code

What to study

The Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Graham Capital Management’s site before applying: requirements, location and pay can change after we check them.

View the posting on Graham Capital Management’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Graham Capital Management and doesn’t handle applications.