Quantitative Analyst

Quantitative Analyst

Capstone Investment Advisors is seeking a Quantitative Analyst to join our team. We are a global asset manager dedicated to exploring alpha opportunities in derivatives and complementary strategies. With approximately $11.8 billion of AUM and 326 employees, Capstone has offices worldwide. We pride ourselves on a human approach, focusing on collaborative performance and sharing ideas to achieve greater outcomes. This role offers greater access to resources, direct exposure to senior leadership, and opportunities to experiment and innovate.

Responsibilities and Impact:

• Conduct quantitative modeling and pricing of exotic equity products and scripted payoffs (e.g., BLAN).
• Apply working knowledge of different volatility models, including Local Volatility, Local Stochastic Volatility, and Parametric Implied Volatility.
• Implement high-performance Monte Carlo engines for complex path-dependent payoffs and exotic derivatives.
• Communicate efficiently and concisely in both written and verbal forms.
• Utilize strong programming skills in C++ and proficiency in at least one other modern programming language (Python, Java, JavaScript, etc.).

Skills and Qualifications:

• Bachelors, Masters, or PhD in STEM or a similar field.
• 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 asset classes beyond equities (rates, credit, FX, commodities, convertible bonds, etc.).
• Knowledge of the Vola Dynamics Library.
• Programming skills in Java and/or Python.

Benefits and Compensation:

Capstone values its colleagues and offers a robust benefits program to ensure well-being. Benefits include training and development, wellness resources (physical, mental, financial), time-off, retirement, commuter benefits, gym reimbursement, and other discounts.

The applicable base salary range for this role is $160,000 - $200,000 USD. The base pay offered will be determined by factors such as experience, skills, training, location, certifications, education, and any applicable minimum wage requirements. This position may also be eligible for performance-based incentives.

Capstone’s Commitment:

Capstone is committed to a diverse, equitable, and inclusive workplace. We value innovation, teamwork, trust, and discipline. We encourage experimentation, foster collaboration, build trusting relationships, and maintain a disciplined approach to growth.

Key skills/competency:

• Quantitative Analysis
• Financial Modeling
• Equity Derivatives
• Volatility Modeling
• Monte Carlo Simulation
• C++ Programming
• Python Programming
• Statistical Analysis
• Financial Industry
• Risk Management