Sr Quantitative Analyst in London

We see the world differently at Capstone Investment Advisors. Capstone is a global, alternative investment management firm operating across a broad range of derivatives-based strategies with a deep understanding of volatility. With approximately $14.6 billion of AUM and 315 employees, Capstone was formed in 2007 and is headquartered in New York with offices in London, Amsterdam, Tokyo, California, Stamford, Boston, and Milan. At Capstone, we constantly aim to expand our view of how WE SEE THE WORLD DIFFERENTLY® in order to create opportunity.

Our commitment to provoking the evolution of asset management provides us with a perpetual hunger for knowledge that we believe drives the improvement of our particular approach to investment. We seek to harness the complexities of global derivatives markets with disciplined strategic insight, an experienced, accomplished team and advanced technology to create sustainable value.

Responsibilities and Impact:

• 5+ years of experience with quantitative modeling and pricing of exotic equity products and scripted payoffs (ex. BLAN).
• Working knowledge of different volatility models (Local Volatility, Local Stochastic Volatility, Parametric Implied Volatility).
• Experience implementing high-performance Monte Carlo engines for complex path-dependent payoffs and exotic derivatives.
• Ability to communicate efficiently and concisely in writing and verbally.
• Strong programming skills in C++ and proficiency in at least one other modern programming language (Python, Java, JavaScript, etc.).

Our future colleague has these skills:

• Bachelors, Masters, or PhD in STEM or similar subject.
• Direct experience working with equity trading desks.
• Strong analytical and problem-solving skills.
• Strong quantitative skills and experience in statistical analysis.
• Collaborative team player with strong verbal communication skills.
• Experience in the financial industry (buy or sell side).

Bonus Skills:

• Experience with additional asset classes beyond equities (rates, credit, FX, commodities, convertible bonds etc.).
• Knowledge of the Vola Dynamics Library.
• Programming skills in Java and/or Python.

Benefits and Compensation Information:

Our team is our most important asset and investment. We value and respect our colleagues and their well-being inside and outside the workplace and our culture reflects this. We offer a robust and competitive benefits program to ensure the well-being of our colleagues. Some benefits included in this role are:

• Training and development opportunities
• Robust Wellness Resources: Physical, Mental and Financial
• Time-Off, Retirement and Commuter Benefits
• Gym Reimbursement and other Discounts

The base pay offered will be determined on factors such as experience, skills, training, location, certifications, education, and any applicable minimum wage requirements. Decisions will be determined on a case-by-case basis. In addition to the base salary, this position may be eligible for performance-based incentives.

Capstone’s Commitment:

At Capstone, we value a diverse, equitable, and inclusive workplace where all employees feel appreciated and respected. Our commitment to a nondiscriminatory approach extends equal opportunities for employment and advancement across our programs, departments, and locations. We actively seek and appreciate a variety of life experiences and heritages and advocate for the amplification of all voices.

At Capstone, we're all about creating a workplace where you can thrive and make a real impact. We value innovation, teamwork, trust, and discipline, and we know you do too.

Experimentation: We love fresh ideas and encourage you to try new things. Here, you’ll have the freedom to innovate and help shape our strategies.

Collaboration: We’re big on teamwork. You'll join a supportive community where everyone’s input matters, and we learn from each other every day.

Trust: We believe in building strong, honest relationships. You'll be part of an environment where your contributions are respected and integrity is key.

Discipline: In our fast-paced world, staying focused is crucial. We commit to high standards and a disciplined approach, helping you grow both personally and professionally.

Be part of a team that values your creativity and dedication. Together, let's push boundaries and achieve great things.

Equal Opportunity Employer: Capstone is committed to creating an inclusive environment where we welcome people of different backgrounds. Capstone considers applications for employment without regard to all applicable protected characteristics, including race, color, religion, ethnicity, national origin, gender, sexual orientation, gender identity or expression, age, parental status, veteran status, or disability status.

To learn even more about being part of the team, visit us online: Careers - Capstone. Don’t forget to follow us on LinkedIn.