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QUANTITATIVE DEVELOPER

JOB TITLE:

Quantitative Developer

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FULL / PART TIME:

Full Time

LOCATION:

London

THE ROLE:

As a Quantitative Developer you will support Capstone’s discretionary and quantitative trading platforms with challenging, innovative problem solving across a breadth of asset classes and geographies. With a unique focus on options and exotics, you will have the opportunity to be instrumental in the development of a world leading derivatives hedge fund.

Your tasks will include implementing new trading infrastructures, building new quant libraries, and developing derivative based techniques and risk analysis tools. The scale and complexity of challenges we solve are always evolving. We welcome individuals looking for an exciting new challenge harnessing cutting edge technology to build solutions that drive our business.

WHO WE ARE:

Founded in 2004 Capstone is a global, alternative investment management firm operating across a broad range of derivatives-based strategies with a deep understanding of volatility. We have approximately $11 billion of AUM and 300 employees globally, offering a collaborative work environment that encourages new ideas and an attitude of continuous improvement. Through strategic insight, market-leading expertise, and advanced technology, we seek to anticipate and harness the complexities of world markets, creating unique opportunities for our clients, team, and industry.

RESPONSIBILITIES:

Support both quantitative and discretionary trading platforms in building critical tools for signal blending, simulation, portfolio construction, the research framework, and dashboards
Refining and increasing automation and robustness of the research infrastructure including alpha estimation, risk modelling, and back testing components
Maintaining and updating the platform, ensuring its stability, robustness, and security
Troubleshooting and resolving any systems related issues and handle the release of code fixes and enhancements
Collaborate with PMs and investment professionals in a transparent environment, engaging with the whole investment process

REQUIREMENTS:

Strong academic record and a degree with high mathematical and computing content e.g. Computer Science, Mathematics, Engineering or Physics from a leading university
At least 2 years of experience in a financial institution
Highly proficient in Python (other programming competencies are a plus)
Some familiarity with Derivatives pricing (preferred)
Ability to confidently communicate with a keen analytical approach to problem solving

2024 - Junior Quantitative Developer