Quantitative Analyst

Quantitative Analyst

Capstone Investment Advisors is seeking a talented Quantitative Analyst to join our dynamic team. We are a global asset manager dedicated to exploring alpha opportunities in derivatives and complementary strategies across market cycles. With approximately $11.8 billion of AUM and 326 employees, Capstone has a significant global presence. At Capstone, we believe in a human approach to our work, fostering a collaborative environment where idea sharing leads to greater outcomes. This provides team members with increased access to resources, direct exposure to senior leadership, and opportunities for experimentation and innovation. **Responsibilities and Impact:**

• 3+ years of experience with quantitative modeling and pricing of equity flow derivative products.
• Experience implementing and calibrating volatility models using numerical optimization and market data fitting techniques.
• 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.).

**Our future colleague has these skills:**

• Bachelors, Masters, or PhD in STEM or a 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/).
• Experience with quantitative modeling and pricing of equity exotic products and scripted payoffs (e.g., BLAN).

**Benefits and Compensation Information:** Capstone values its team members and offers a robust benefits program to support their well-being. Some benefits included in this role are:

• 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 $160,000 - $200,000 USD. Base pay is determined by factors such as experience, skills, training, location, certifications, and education. 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 and collaboration, fostering an environment where contributions are respected and integrity is key. Equal Opportunity Employer: Capstone considers applications for employment without regard to race, color, religion, ethnicity, national origin, gender, sexual orientation, gender identity or expression, age, parental status, veteran status, or disability status. To learn more about being part of the team, visit us online: Careers - Capstone (capstoneco.com) Don’t forget to follow us on LinkedIn. Key skills/competency: Quantitative Analyst, Quantitative Modeling, Derivative Pricing, Volatility Models, C++, Python, Financial Industry, Equity Trading, Statistical Analysis, Numerical Optimization