Capstone Investment Advisors is a global asset manager seeking a Quantitative Analyst with 5+ years of experience in quantitative modeling and pricing of exotic equity products. The role requires a strong understanding of different volatility models, high-performance Monte Carlo engines, and programming skills in C++ and other modern languages.
Requirements
- 5+ years of experience with quantitative modeling and pricing of exotic equity products
- Working knowledge of different volatility models
- Experience implementing high-performance Monte Carlo engines
- Strong programming skills in C++ and proficiency in at least one other modern programming language
- 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)
Benefits
- Training and development opportunities
- Robust Wellness Resources: Physical, Mental and Financial
- Time-Off, Retirement and Commuter Benefits
- Gym Reimbursement and other Discounts
