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Quantitative Strategist

Capstone Investment Advisors
Quantitative Strategist
New York, US
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Job Description

Capstone Investment Advisors, LLC seeks a Vice President, Quantitative Strategist in New York, NY to work on portfolio construction and optimization. Requires a Master’s degree in Finance, or a related field or equivalent, and one (1) year of experience building quantitative models for investment and risk management activities. Prior experience must include one (1) year of experience developing analytical libraries using advanced deterministic and stochastic financial engineering models and computational tools; constructing generic financial strategies, back-testing applications, and executing systematic strategies with Python, C++ and JavaScript coding languages; utilizing pricing and hedging equity and index derivative instruments, implementing volatility surface models, and performing risk scenario analysis based on volatility surface moves; implementing numerical methods for calibrating market implied volatilities and performing numerical optimization, financial modeling, and data analysis; and building dashboards for monitoring tools. Telecommuting and/or working from home may be permissible pursuant to company policies.


$150,000 – $180,000/year

Requisition #111

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