Capstone Investment Advisors
Associate, Quantitative Developer - 247
Capstone Investment Advisors, New York, New York, us, 10261
Overview
Capstone Investment Advisors, LLC seeks an Associate, Quantitative Developer in New York, NY to deliver pricing insights, validate risk exposures, and enhance real-time risk management infrastructure. Telecommuting and/or working from home may be permissible pursuant to company policies. Responsibilities
Deliver pricing insights and validate risk exposures for structured products. Enhance real-time risk management infrastructure and cross-functional systems. Design and maintain C++ and Python-based analytical libraries for valuation and risk analysis. Develop and optimize model components using C++, Java, and Python for risk management and trading systems. Utilize open-source libraries (e.g., Boost, JavaCPP, Protobuf) to support cross-platform investment research and risk management platforms. Work with distributed computing frameworks and REST-based services for scalable system design. Apply numerical methods (e.g., Monte Carlo, finite difference, backward PDE solvers) for valuation and risk calculations. Design and maintain data storage and processing systems (MS SQL Server, AWS S3, Cassandra). Provide infrastructure for coding and evaluating live trading strategies. Utilize Linux, Jupyter Notebook, Scikit-Learn, SciPy, ZeroC Ice, and Git for optimization, parallelization, and version control. Qualifications
Master’s degree in Finance, or related field, or equivalent experience. One (1) year of experience designing and maintaining C++ and Python-based analytical libraries for valuation and risk analysis. Experience utilizing C++, Java, and Python for model development and performance-critical risk management and trading systems. Experience with open-source libraries (Boost, JavaCPP, Protobuf) and distributed computing frameworks (e.g., ZeroC Ice, REST). Experience applying numerical methods for valuation and risk measures; familiarity with MS SQL Server, AWS S3, Cassandra. Proficiency with Linux, Jupyter Notebook, Scikit-Learn, SciPy, ZeroC Ice, and Git. Ability to work in a fast-paced environment and collaborate with a team. Benefits & Compensation
Base salary range: $165,000 – $175,000. Final offer determined by experience, skills, location, and applicable requirements. Eligibility for performance-based incentives and an annual incentive plan. Training and development opportunities. Robust wellness resources (physical, mental, and financial). Time off, retirement, and commuter benefits; gym reimbursement and other discounts. To learn more about being part of the Capstone team, visit Careers - Capstone (capstoneco.com). Equal Opportunity
Capstone is committed to creating an inclusive environment and considers applications for employment without regard to all applicable protected characteristics. We promote equal opportunities for employment and advancement across our programs, departments, and locations.
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Capstone Investment Advisors, LLC seeks an Associate, Quantitative Developer in New York, NY to deliver pricing insights, validate risk exposures, and enhance real-time risk management infrastructure. Telecommuting and/or working from home may be permissible pursuant to company policies. Responsibilities
Deliver pricing insights and validate risk exposures for structured products. Enhance real-time risk management infrastructure and cross-functional systems. Design and maintain C++ and Python-based analytical libraries for valuation and risk analysis. Develop and optimize model components using C++, Java, and Python for risk management and trading systems. Utilize open-source libraries (e.g., Boost, JavaCPP, Protobuf) to support cross-platform investment research and risk management platforms. Work with distributed computing frameworks and REST-based services for scalable system design. Apply numerical methods (e.g., Monte Carlo, finite difference, backward PDE solvers) for valuation and risk calculations. Design and maintain data storage and processing systems (MS SQL Server, AWS S3, Cassandra). Provide infrastructure for coding and evaluating live trading strategies. Utilize Linux, Jupyter Notebook, Scikit-Learn, SciPy, ZeroC Ice, and Git for optimization, parallelization, and version control. Qualifications
Master’s degree in Finance, or related field, or equivalent experience. One (1) year of experience designing and maintaining C++ and Python-based analytical libraries for valuation and risk analysis. Experience utilizing C++, Java, and Python for model development and performance-critical risk management and trading systems. Experience with open-source libraries (Boost, JavaCPP, Protobuf) and distributed computing frameworks (e.g., ZeroC Ice, REST). Experience applying numerical methods for valuation and risk measures; familiarity with MS SQL Server, AWS S3, Cassandra. Proficiency with Linux, Jupyter Notebook, Scikit-Learn, SciPy, ZeroC Ice, and Git. Ability to work in a fast-paced environment and collaborate with a team. Benefits & Compensation
Base salary range: $165,000 – $175,000. Final offer determined by experience, skills, location, and applicable requirements. Eligibility for performance-based incentives and an annual incentive plan. Training and development opportunities. Robust wellness resources (physical, mental, and financial). Time off, retirement, and commuter benefits; gym reimbursement and other discounts. To learn more about being part of the Capstone team, visit Careers - Capstone (capstoneco.com). Equal Opportunity
Capstone is committed to creating an inclusive environment and considers applications for employment without regard to all applicable protected characteristics. We promote equal opportunities for employment and advancement across our programs, departments, and locations.
#J-18808-Ljbffr