Quant jobs / Graham Capital Management

Quantitative Research Manager

A senior research role in the quantitative strategies team of a global macro fund, reporting to the CIO of quantitative strategies. You lead collaborative research and can run your own alpha portfolio.

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.

Lead team research on improving current trading signals
Develop new signals that diversify the firm's strategies
Design portfolio construction methods that control risk and cost
Manage your own alpha-generating portfolio
Report findings to the investment committee

What they ask for

Required

PhD or MS in a quantitative field
7+ years of systematic buy-side trading
Futures and FX focus
Advanced programming for research
Clear written and spoken communication

Preferred

Experience managing quantitative researchers
Intraday systematic strategy knowledge

Education: PhD or MS in a quantitative field
Experience: 7+ years in systematic buy-side trading, mostly futures and FX
Markets: futures, fx, credit, options

How to prepare

Develop a diversified multi-signal futures portfolio and test its robustness
Study portfolio optimisation with drawdown and cost limits
Learn how to review and mentor on research methodology
Practise presenting research to non-technical decision-makers

What to study

The Portfolio and Factor Quant 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.