What are the responsibilities and job description for the Associate, Quantitative Developer position at Capstone Investment Advisors?
Capstone Investment Advisors, LLC seeks an Associate, Quantitative Developer in New York, NY to deliver pricing insights, validate risk exposures, and enhance real-time risk management infrastructure.
Requires a Masters degree in Finance, or related, or equivalent and one (1) year of experience designing and maintaining C and Python-based analytical libraries for structured products valuation and risk analysis; utilizing C , Java, and Python for model development and performance-critical risk management and trading systems; utilizing open source libraries including Boost, JavaCPP, and Protobuf to develop cross-platform investment research and risk management platforms; utilizing distributed computing frameworks including ZeroC Ice and REST for scalable system design; applying numerical methods including Monte Carlo simulation, finite difference methods, and backward PDE solvers for valuation of structured products and risk measures calculations; designing and maintaining data storage and processing systems including MS SQL Server, AWS S3, and Cassandra; providing infrastructure for coding of trading, monetization, and evaluation of live trading strategies; utilizing Linux, Jupyter Notebook, Sklearn, Scipy, ZeroC Ice, and GIT for optimization, parallelization, and version control. Telecommuting and/or working from home may be permissible pursuant to company policies.
Salary Range: $165,000.00 $175,000.00/year.
Apply at https://www.capstoneco.com/careers/ and search using Associate, Quantitative Developer - #247.
Requires a Masters degree in Finance, or related, or equivalent and one (1) year of experience designing and maintaining C and Python-based analytical libraries for structured products valuation and risk analysis; utilizing C , Java, and Python for model development and performance-critical risk management and trading systems; utilizing open source libraries including Boost, JavaCPP, and Protobuf to develop cross-platform investment research and risk management platforms; utilizing distributed computing frameworks including ZeroC Ice and REST for scalable system design; applying numerical methods including Monte Carlo simulation, finite difference methods, and backward PDE solvers for valuation of structured products and risk measures calculations; designing and maintaining data storage and processing systems including MS SQL Server, AWS S3, and Cassandra; providing infrastructure for coding of trading, monetization, and evaluation of live trading strategies; utilizing Linux, Jupyter Notebook, Sklearn, Scipy, ZeroC Ice, and GIT for optimization, parallelization, and version control. Telecommuting and/or working from home may be permissible pursuant to company policies.
Salary Range: $165,000.00 $175,000.00/year.
Apply at https://www.capstoneco.com/careers/ and search using Associate, Quantitative Developer - #247.
Salary : $165,000 - $175,000
