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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 aim to expand our view of how we see the world differently to create opportunity and harness the complexities of global derivatives markets with 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
- 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
- Python
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.
- May be eligible 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 constantly aim to expand our view of how WE SEE THE WORLD DIFFERENTLY® in order to create opportunity.
- Our commitment to provoking the evolution of asset management provides us with a perpetual hunger for knowledge that we believe drives the improvement of our particular approach to investment.
- We seek to harness the complexities of global derivatives markets with disciplined strategic insight, an experienced, accomplished team and advanced technology to create sustainable value.
- We’ve created a particular approach to investment that we believe drives continuous improvement and opportunities for our clients, team and industry.
- 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.
- 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.
- 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.
- Trust: We believe in building strong, honest relationships. You'll be part of an environment where your contributions are respected and integrity is key.
- 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.
- Be part of a team that values your creativity and dedication. Together, let's push boundaries and achieve great things.
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.