Capstone
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. Requires a Master’s degree in Finance, or related, or equivalent and one (1) year of experience designing and maintaining C++ and Python-based analytical libraries for structured products valuation and risk analysis; utilizing C++, Java, and Python for model development and performance-critical risk management and trading systems; utilizing open source libraries including Boost, JavaCPP, and Protobuf to develop cross-platform investment research and risk management platforms; utilizing distributed computing frameworks including ZeroC Ice and REST for scalable system design; applying numerical methods including Monte Carlo simulation, finite difference methods, and backward PDE solvers for valuation of structured products and risk measures calculations; designing and maintaining data storage and processing systems including MS SQL Server, AWS S3, and Cassandra; providing infrastructure for coding of trading, monetization, and evaluation of live trading strategies; utilizing Linux, Jupyter Notebook, Sklearn, Scipy, ZeroC Ice, and GIT for optimization, parallelization, and version control.
Benefits & Compensation
Our team is our most important asset and investment. We offer a robust and competitive benefits program to ensure the well-being of our colleagues. Some benefits include: Training and development opportunities Robust Wellness Resources: Physical, Mental and Financial Time-Off, Retirement and Commuter Benefits Gym Reimbursement and other Discounts The applicable base salary range for this role is $165,000-$175,000. The base pay offered will be determined on factors such as experience, skills, training, location, certifications, education, and any applicable minimum wage requirements. Decisions will be determined on a case-by-case basis. In addition to the base salary, this position may be eligible for performance-based incentives. In addition to base compensation, this role is eligible for an annual incentive plan.
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.
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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. Requires a Master’s degree in Finance, or related, or equivalent and one (1) year of experience designing and maintaining C++ and Python-based analytical libraries for structured products valuation and risk analysis; utilizing C++, Java, and Python for model development and performance-critical risk management and trading systems; utilizing open source libraries including Boost, JavaCPP, and Protobuf to develop cross-platform investment research and risk management platforms; utilizing distributed computing frameworks including ZeroC Ice and REST for scalable system design; applying numerical methods including Monte Carlo simulation, finite difference methods, and backward PDE solvers for valuation of structured products and risk measures calculations; designing and maintaining data storage and processing systems including MS SQL Server, AWS S3, and Cassandra; providing infrastructure for coding of trading, monetization, and evaluation of live trading strategies; utilizing Linux, Jupyter Notebook, Sklearn, Scipy, ZeroC Ice, and GIT for optimization, parallelization, and version control.
Benefits & Compensation
Our team is our most important asset and investment. We offer a robust and competitive benefits program to ensure the well-being of our colleagues. Some benefits include: Training and development opportunities Robust Wellness Resources: Physical, Mental and Financial Time-Off, Retirement and Commuter Benefits Gym Reimbursement and other Discounts The applicable base salary range for this role is $165,000-$175,000. The base pay offered will be determined on factors such as experience, skills, training, location, certifications, education, and any applicable minimum wage requirements. Decisions will be determined on a case-by-case basis. In addition to the base salary, this position may be eligible for performance-based incentives. In addition to base compensation, this role is eligible for an annual incentive plan.
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.
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