Portfolio Analyst, Commodities Options

Graham Capital Management, L.P. ("GCM") manages assets on behalf of global pensions, sovereign wealth funds, endowments and foundations, investment management advisors and qualified individual investors. GCM manages quantitative and discretionary trading portfolios with a variety of return and volatility objectives, as well as blended portfolios that include a combination of quantitative and discretionary strategies. Strategies trade a broad range of markets spanning global interest rates, currencies, commodities and equities and are designed to produce attractive absolute and risk-adjusted returns with low correlation to traditional assets and other alternative strategies.

The foundation of GCM’s sustainability and success is the experience and effectiveness of its people. The firm cultivates talent, encourages the diversity of ideas, and respects the contributions of all. In turn, each employee shares in the responsibility of strengthening those around them. We recognize and respect the power of collaboration, and believe transparency and openness to new ideas leads to innovation.

Description

Graham Capital Management, L.P. is seeking a portfolio analyst to support a quantamental Portfolio Management team focused on commodity markets and expressing trades through options. Sector coverage could include Softs, Grains, Metals, and Energy. The analyst will sit on the trading floor, working alongside the PM in all aspects of investing and portfolio management. The analyst will leverage their Bloomberg, Excel, and Python experience to assist in setting up the trading strategy as well as fundamental research. The candidate will be able to grow into an assistant PM role with time.

Responsibilities

• Pull data from Bloomberg into Excel and build complex Excel sheets
• Conduct research using python programming for Bloomberg
• Follow, evaluate, and report on industry news, data, and trends, including early morning market activity (e.g., London market pricing)
• Monitor the portfolio and assist with risk management

Requirements

• 2-4 years of relevant industry experience on buy or sell side
• Bachelor’s degree in relevant field
• Excel and Python programming experience for Bloomberg (BQNT or BQUANT) 
• Proactively anticipate potential issues and solve problems
• Excellent communication skills and team player mentality
• Strong work ethic; able to be on desk at 6:00 AM to monitor London markets
• High level of curiosity, integrity, and passion for financial markets
• XGBOOST and other AI/ML related programming experience, a plus
• Experience/knowledge of Options (calls, puts) and multi-leg Options structures, a plus

This role requires commuting into our Rowayton, Connecticut office Mondays through Fridays. 

Base Salary Range

The anticipated base salary range for this position is $100,000 to $150,000.  The anticipated range is based on information as of the time this post was generated.  The applicable annual base salary or hourly rate paid to a successful applicant will be determined based on multiple factors, including without limitation the nature and extent of prior experience, skills, and qualifications. 

Base salary or rate does not include other forms of compensation or benefits offered in connection with the advertised role. 

GCM is committed to providing equal employment opportunity to all employees and applicants for employment without regard to their race, color, religious creed, gender, age, national origin, ancestry, alienage, citizenship status, handicap, disability, marital status, sexual orientation, gender identity, pregnancy, childbirth or other related conditions, military status, genetic information, or any other personal characteristics protected by applicable law. This policy applies to all terms and conditions of employment, including hiring, placement, promotion, layoff, termination, transfer, leave of absence and compensation.