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About the Role
Capstone Investment Advisors is a global alternative investment management firm specializing in derivatives-based strategies with a deep understanding of volatility. We are committed to expanding our view and creating opportunity through innovation, disciplined strategic insight, an experienced team, and advanced technology.
Responsibilities
- 5+ years of experience with quantitative modeling and pricing of exotic equity products and scripted payoffs.
- 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.).
Requirements
- 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).
Skills
- Quantitative modeling
- Pricing of exotic equity products
- Scripted payoffs
- Volatility models
- Monte Carlo engines
- C++ programming
- Python programming
- Java programming
- JavaScript programming
- Equity trading desk experience
- Analytical skills
- Problem-solving skills
- Quantitative skills
- Statistical analysis
- Verbal communication skills
- Financial industry experience
- Rates asset class experience
- Credit asset class experience
- FX asset class experience
- Commodities asset class experience
- Convertible bonds experience
- Vola Dynamics Library knowledge
- Java programming
- Python programming
Location
- New York
- London
- Amsterdam
- Tokyo
- California
- Stamford
- Boston
- Milan
Work Type
- Full-time
Experience Level
- 5+ years of experience
Education Level
- Bachelors, Masters, or PhD in STEM or similar subject
Salary/Compensations
- Base pay determined on factors such as experience, skills, training, location, certifications, education, and any applicable minimum wage requirements.
- Potential eligibility for performance-based incentives.
Benefits
- Training and development opportunities
- Robust Wellness Resources: Physical, Mental and Financial
- Time-Off, Retirement and Commuter Benefits
- Gym Reimbursement and other Discounts
About the Company
- Capstone Investment Advisors is a global, alternative investment management firm operating across a broad range of derivatives-based strategies with a deep understanding of volatility.
- Approximately $14.6 billion of AUM and 315 employees.
- Founded in 2007.
- Headquartered in New York with offices in London, Amsterdam, Tokyo, California, Stamford, Boston, and Milan.
- We aim to expand our view and create opportunity through innovation, disciplined strategic insight, an experienced team, and advanced technology.
- We value innovation, teamwork, trust, and discipline.
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.