Teams at Graham Capital Management

Develop, maintain, refactor, and support software used for quantitative research and trading. Improve legacy code reliability, maintainability, and performance; create test cases; troubleshoot systems; and follow code review and QA processes. Support trading-system implementation, computational resource utilization, build and deployment processes, containerization, cloud computing evaluations, and trade execution while collaborating with researchers and technology leaders.

Research and develop systematic trading signals for futures and FX markets, improve and productionize quantitative trading code, and ensure robust alignment between simulated and live performance. Collaborate with technology, trading, operations, marketing, and accounting teams to implement and monitor strategies. Present research findings to management and investment committees while applying quantitative analysis and software development methods.

Paid, in-person summer internship for undergraduate and graduate students across quantitative strategies, portfolio management, risk, investor services, economic research, technology, trading services, and legal/compliance. Interns participate in educational and networking programming while completing meaningful business projects. Candidates need at least two years of undergraduate study, a 3.5 GPA, analytical skills, Microsoft Office or relevant analytical-tool proficiency, communication skills, and strong organization. Quantitative roles additionally require a quantitative degree path and programming skills.