Capstone Investment Advisors - Quantitative Analyst
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Requirements
• Bachelors, Masters, or PhD in STEM or similar subject. • Direct experience working with equity trading desks. • Strong analytical and problem-solving skills. • Strong quantitative skills and experience in statistical analysis. • Collaborative team player with strong verbal communication skills. • Experience in the financial industry (buy or sell side). • Experience with additional asset classes beyond equities (rates, credit, FX, commodities, convertible bonds etc.). • Knowledge of the Vola Dynamics Library (https://voladynamics.com/). • Programming skills in Java and\or Python.
Responsibilities
• 5+ years of experience with quantitative modeling and pricing of exotic equity products and scripted payoffs (ex. BLAN). • Working knowledge of different volatility models (Local Volatility, Local Stochastic Volatility, Parametric Implied Volatility). • Experience implementing high-performance Monte Carlo engines for complex path-dependent payoffs and exotic derivatives. • Ability to communicate efficiently and concisely in writing and verbally. • Strong programming skills in C++ and proficiency in at least one other modern programming language (Python, Java, JavaScript, etc.).
Benefits
• Our team is our most important asset and investment. We value and respect our colleagues and their well-being inside and outside the workplace and our culture reflects this. We offer a robust and competitive benefits program to ensure the well-being of our colleagues. • Some benefits included in this role are: • Training and development opportunities • Robust Wellness Resources: Physical, Mental and Financial • Time-Off, Retirement and Commuter Benefits • Gym Reimbursement and other Discounts • The base pay offered will be determined on factors such as experience, skills, training, location, certifications, education, and any applicable minimum wage requirements. Decisions will be determined on a case-by-case basis. In addition to the base salary, this position may be eligible for performance-based incentives. • Capstone’s Commitment • At Capstone, we value a diverse, equitable, and inclusive workplace where all employees feel appreciated and respected. Our commitment to a nondiscriminatory approach extends equal opportunities for employment and advancement across our programs, departments, and locations. We actively seek and appreciate a variety of life experiences and heritages and advocate for the amplification of all voices. • At Capstone, we're all about creating a workplace where you can thrive and make a real impact. We value innovation, teamwork, trust, and discipline, and we know you do too. • Experimentation: We love fresh ideas and encourage you to try new things. Here, you’ll have the freedom to innovate and help shape our strategies. • Experimentation: • Collaboration: We’re big on teamwork. You'll join a supportive community where everyone’s input matters, and we learn from each other every day. • Collaboration: • Trust: We believe in building strong, honest relationships. You'll be part of an environment where your contributions are respected and integrity is key. • Trust: • Discipline: In our fast-paced world, staying focused is crucial. We commit to high standards and a disciplined approach, helping you grow both personally and professionally. • Discipline: • Be part of a team that values your creativity and dedication. Together, let's push boundaries and achieve great things.
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