Capstone Investment Advisors LLP.
Associate, Quantitative Developer - #247 New York, New York
Capstone Investment Advisors LLP., Granite Heights, Wisconsin, United States
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. Requirements:
Master’s degree in Finance, or related field, or equivalent, and one (1) year of experience designing and maintaining C++ and Python-based analytical libraries for structured products valuation and risk analysis; using C++, Java, and Python for model development and performance-critical risk management and trading systems; utilizing open-source libraries (Boost, JavaCPP, Protobuf) to develop cross-platform investment research and risk management platforms; applying numerical methods (Monte Carlo simulation, finite difference methods, backward PDE solvers) for valuation and risk measurements; designing and maintaining data storage and processing systems (MS SQL Server, AWS S3, Cassandra); providing infrastructure for coding of trading, monetization, and evaluation of live trading strategies; using Linux, Jupyter Notebook, Sklearn, Scipy, ZeroC Ice, and GIT for optimization, parallelization, and version control. 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 workflows. Collaborate with teams employing C++, Python, Java for model development and performance-critical systems. Contribute to scalable system design using distributed computing and REST/ZeroC Ice frameworks. Support data storage and processing pipelines with MS SQL Server, AWS S3, and Cassandra. Benefits & Compensation
Base salary range: $165,000-$175,000. Eligible for performance-based incentives and an annual incentive plan. Benefits include training and development, wellness resources (physical, mental, financial), time off, retirement, commuter benefits, gym reimbursement, and other discounts. Equal Opportunity
Capstone is an Equal Opportunity Employer. We are committed to creating an inclusive environment and do not discriminate on the basis of protected characteristics. This posting contains no other extraneous application form content.
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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. Requirements:
Master’s degree in Finance, or related field, or equivalent, and one (1) year of experience designing and maintaining C++ and Python-based analytical libraries for structured products valuation and risk analysis; using C++, Java, and Python for model development and performance-critical risk management and trading systems; utilizing open-source libraries (Boost, JavaCPP, Protobuf) to develop cross-platform investment research and risk management platforms; applying numerical methods (Monte Carlo simulation, finite difference methods, backward PDE solvers) for valuation and risk measurements; designing and maintaining data storage and processing systems (MS SQL Server, AWS S3, Cassandra); providing infrastructure for coding of trading, monetization, and evaluation of live trading strategies; using Linux, Jupyter Notebook, Sklearn, Scipy, ZeroC Ice, and GIT for optimization, parallelization, and version control. 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 workflows. Collaborate with teams employing C++, Python, Java for model development and performance-critical systems. Contribute to scalable system design using distributed computing and REST/ZeroC Ice frameworks. Support data storage and processing pipelines with MS SQL Server, AWS S3, and Cassandra. Benefits & Compensation
Base salary range: $165,000-$175,000. Eligible for performance-based incentives and an annual incentive plan. Benefits include training and development, wellness resources (physical, mental, financial), time off, retirement, commuter benefits, gym reimbursement, and other discounts. Equal Opportunity
Capstone is an Equal Opportunity Employer. We are committed to creating an inclusive environment and do not discriminate on the basis of protected characteristics. This posting contains no other extraneous application form content.
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