← Back to Directory

Graham Capital

Mid-sized

Graham Capital Management is an alternative investment firm specializing in global macro and quantitative trading strategies across various asset classes. It manages capital for institutional investors and is known for its systematic and discretionary hedge fund products.

2 interview notes · updated Jul 2026

Graham Capital·Software Engineer·Technical Phone Screen

Jun 2026
Interviewed for a software engineering role at Graham Capital and got hit with a deep question on transaction cost modeling for event-driven strategies. Pretty technical for what I expected from the process.
  • In an event-driven trading strategy, how would you model and incorporate transaction costs into your system? Walk through commissions, spread, slippage, and market impact, and explain how you'd estimate these before and after execution, adjust your backtests and position sizing, and stress-test across different liquidity and latency conditions.

“This was a lot to unpack.”

View Post

Graham Capital·Software Engineer·Technical Phone Screen

Jun 2026
Graham Capital software engineering interview that leaned heavily into the modeling and validation side of things. One question in particular felt more like a quant research interview than an SWE screen.
  • For a project you've worked on, walk through your key assumptions, how you justified them, how you validated each one (through EDA, sensitivity analysis, ablations, or out-of-sample testing), the full pipeline from data collection to final evaluation, and how you avoided data leakage and overfitting.

“This was a lot to unpack in one question.”

View Post