Associate, Quantitative Developer - #247 at Capstone Investment Advisors

New York, New York, United States

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Not SpecifiedCompensation

Junior (1 to 2 years)Experience Level

Full TimeJob Type

UnknownVisa

Finance, Asset ManagementIndustries

Requirements

Master’s degree in Finance, or related field, or equivalent
One (1) year of experience designing and maintaining C++ and Python-based analytical libraries for structured products valuation and risk analysis
Experience utilizing C++, Java, and Python for model development and performance-critical risk management and trading systems
Experience utilizing open source libraries including Boost, JavaCPP, and Protobuf to develop cross-platform investment research and risk management platforms
Experience utilizing distributed computing frameworks including ZeroC Ice and REST for scalable system design
Experience applying numerical methods including Monte Carlo simulation, finite difference methods, and backward PDE solvers for valuation of structured products and risk measures calculations
Experience designing and maintaining data storage and processing systems including MS SQL Server, AWS S3, and Cassandra
Experience providing infrastructure for coding of trading, monetization, and evaluation of live trading strategies
Experience utilizing Linux, Jupyter Notebook, Sklearn, Scipy, ZeroC Ice, and GIT for optimization, parallelization, and version control

Responsibilities

Deliver pricing insights
Validate risk exposures
Enhance real-time risk management infrastructure

Skills

C++

Python

Java

Boost

JavaCPP

Protobuf

ZeroC Ice

REST

Capstone Investment Advisors

Global derivatives, volatility investment management

About Capstone Investment Advisors

Capstone is a global, alternative investment management firm specializing in derivatives-based strategies and volatility, leveraging advanced technology to anticipate and harness the complexities of world markets.

7 World Trade Center 32nd Floor, New York, NY 10007, USAHeadquarters

2004Year Founded

VENTURE_UNKNOWNCompany Stage

Venture CapitalIndustries

201-500Employees