Solutions Quant
As a Quant in Capstone Solutions, you will support and develop our discretionary and quantitative trading platforms with challenging, innovative problem solving across a breadth of asset classes and geographies. With a unique focus on derivatives, you will have the opportunity to be instrumental in the development of a world leading hedge fund and quantitative platform.
Your tasks will include implementing new trading infrastructures, building new quant libraries, and developing derivative based techniques and risk analysis tools. The scale and complexity of challenges we solve are always evolving. We welcome individuals looking for an exciting new challenge harnessing cutting edge technology to build solutions that drive our business.
WHO WE ARE:
Capstone is a global, alternative investment management firm operating across a broad range of derivatives-based strategies with a deep understanding of volatility. We have approximately $12 billion of AUM and 300 employees globally, offering a collaborative work environment that encourages new ideas and an attitude of continuous improvement. Through strategic insight, market-leading expertise, and advanced technology, we seek to anticipate and harness the complexities of world markets, creating unique opportunities for our clients, team, and industry.
RESPONSIBILITIES:
- Support both quantitative and discretionary trading platforms by building critical tools for trade and portfolio analysis, risk simulation, portfolio optimization, research and backtesting framework, reporting, and dashboards
- Build and increase automation of the portfolio management and research process
- Develop and maintain the technology infrastructure built for our unique Solutions business. Maintaining and updating the platform, ensuring its stability, robustness, and security
- Troubleshoot and resolve any platform related issues and handle the release of code fixes and enhancements
- Close interaction with PMs, structurers and other teams in a transparent environment, engaging with the whole investment process
- Collaboration with wider quant group, and act as an integral part of the quantitative platform development for the whole firm
BASE SALARY RANGE
$140,000 - $160,000 USD (depending on experience)
REQUIREMENTS:
- 1-3 years of experience in a hedge fund / financial institution with a similar role
- Degree with high mathematical and computing content from a leading university
- Deep understanding of algorithm design and software development. Proficient in Python (C++ a plus)
- Analytical approach to problem solving. Be able to demonstrate the ability to apply mathematical thinking to real world problems
- Experience working with Derivatives (cross asset classes)
- Clear and structured communication
- Team player. Be able to contribute to building a collaborative and transparent team environment
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.