Quantitative Analyst

We see the world differently at Capstone Investment Advisors. You will, too. We are a global asset manager dedicated to exploring alpha opportunities in derivatives and complementary strategies that persist across market cycles.

Requirements

• 5+ years of experience with quantitative modeling and pricing of exotic equity products and scripted payoffs (ex. BLAN)
• 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.)
• Bachelors, Masters, or PhD in STEM or similar subject
• 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)
• Bonus Skills: Experience with additional asset classes beyond equities (rates, credit, FX, commodities, convertible bonds etc.), Knowledge of the Vola Dynamics Library (https://voladynamics.com/), Programming skills in Java and/or Python

Benefits

• Training and development opportunities
• Robust Wellness Resources: Physical, Mental and Financial
• Time-Off, Retirement and Commuter Benefits
• Gym Reimbursement and other Discounts