About the Role
Capstone Investment Advisors is seeking a Senior Risk Engineer at Senior Vice President level within Risk Technology. This hands-on role involves designing and building investment-facing risk and decision-support capabilities, staying close to the code, data, and users. You will develop technology for Capstone’s Risk Intelligence strategy, transforming complex risk and portfolio data into actionable intelligence to aid Portfolio and Risk Managers in understanding changes, drivers, and potential actions across various scenarios.
Responsibilities
- Architect, build, and own production-grade components of Capstone’s Risk Technology platform, focusing on performance, scalability, reliability, and usability.
- Build and evolve scalable cross-asset risk capabilities including Greeks, sensitivities, stress scenarios, VaR, P&L attribution, limits, factor analytics, margin, and exposure aggregation.
- Partner with Portfolio Managers, Risk Managers, and Quant Research to solve complex derivatives, risk, and portfolio challenges from problem definition to production.
- Build APIs, data pipelines, and interactive decision tools for users to understand changes and drivers at various levels (trade, POD, strategy, fund).
- Translate pricing and risk methodologies into scalable, explainable services with clear treatment of model assumptions, calibration, validation, and controls.
- Advance Capstone’s Risk Intelligence strategy by building tools that convert research, risk analytics, and AI into practical investment insights.
- Engineer and operate resilient risk services, integrating various data sources and analytics with strong testing and end-to-end ownership.
- Shape and deliver high-value components of the Risk Technology roadmap in partnership with Technology, Data, and AI teams, adhering to common platforms, standards, and engineering practices.
Requirements
- 7+ years of relevant experience in software engineering, quantitative development, or risk technology within a hedge fund, asset manager, investment bank, or comparable capital-markets environment.
- Meaningful exposure to front-office or market-risk systems.
- A strong record of personally designing, building, and supporting production-grade risk, pricing, or trading systems.
- Experience owning complex projects from definition through delivery and support.
- Advanced Python, Java, and SQL skills.
- Strong proficiency in at least one comparable language.
- Practical experience with APIs, distributed or event-driven architectures, databases, data pipelines, and large-scale processing.
- Strong understanding of derivatives and cross-asset risk analytics, including option pricing, Greeks, scenario analysis, and VaR.
- Knowledge of factor risk and margin analytics is desirable.
- Strong architecture and engineering judgment, with a focus on maintainability, testability, performance, controls, and operational resilience.
- Ability to critically assess model outputs, challenge assumptions, and trace discrepancies.
- Clear, concise communication and evidence of technical leadership through judgment, ownership, and delivery.
- Ability to collaborate effectively with Portfolio Managers, Risk Managers, Quant Research, and engineering teams.
- Experience integrating internally developed and third-party pricing and risk libraries across asset classes.
- Strong attention to data lineage, reconciliation, consistency, and controls.
Skills
- Python
- Java
- SQL
- APIs
- Distributed architectures
- Event-driven architectures
- Databases
- Data pipelines
- Large-scale processing
- Derivatives
- Cross-asset risk analytics
- Option pricing
- Greeks
- Scenario analysis
- VaR
- Factor risk analytics
- Margin analytics
- Machine learning
- Large language models
- AI-assisted development
- Cloud infrastructure
- Containers
- CI/CD
- Streaming
- Data lineage
- Observability
- Equities
- Fixed income
- Credit
- Commodities
- FX
Location
- New York
Work Type
- Full-time
Experience Level
- Senior Vice President
- 7+ years of relevant experience
Salary/Compensations
- $165,000 - 200,000 USD
Benefits
- Training and development opportunities
- Robust Wellness Resources: Physical, Mental and Financial
- Time-Off, Retirement and Commuter Benefits
- Gym Reimbursement and other Discounts
- Eligible for performance-based incentives
- Eligible for an annual incentive plan
About the Company
- Capstone Investment Advisors, LLC (“Capstone”) is a global asset manager dedicated to exploring alpha opportunities in derivatives and complementary strategies.
- With approximately $12.5 billion of AUM (as of May 1, 2026) and 306 employees, Capstone is headquartered in New York with offices in London, Amsterdam, Stamford, Los Angeles, Boston, Tokyo, Milan, Texas, and Maryland.
- Since 2004, through strategic insight, market-leading expertise, and advanced technology, Capstone has sought to anticipate and harness the complexities of world markets, creating unique opportunities for clients, team, and industry.
- Capstone takes a human approach, focusing on collaborative performance and sharing ideas to achieve greater outcomes.
- The company values ownership, collaboration, and solving difficult problems, encouraging curiosity and new ideas alongside discipline and reliability.
Equal Opportunity
- Capstone is committed to creating an inclusive environment where we welcome people of different backgrounds.
- Capstone considers applications for employment without regard to all applicable protected characteristics, including race, color, religion, ethnicity, national origin, gender, sexual orientation, gender identity or expression, age, parental status, veteran status, or disability status.
