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Senior Equity Derivatives Quantitative Developer (strat)

Capstone Investment Advisors
Senior Equity Derivatives Quantitative Developer (strat)
New York, US
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Job Description

This will be a hands-on position with extensive exposure to business, modelling, and Quantitative Investment Strategies (QIS).


  • Analytical work to research, implement and support pricing and risk models for equities.
  • Development work on server-side processes as part of a micro-service infrastructure.
  • The role is part of the firm’s financial engineering team which supports trading desks globally.

Skills and Qualifications

  • Programming skills in at least one language from C++ and Java
  • Financial products knowledge in vanilla and exotic equity products.
  • Experience with scripted payoffs (ex. BLAN)
  • Financial modeling (probability and stochastic calculus, Monte Carlo, numerical methods)
  • Ability to communicate efficiently and concisely in writing and verbally
  • 5-8 years’ experience
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